I estimate a model using ‘nlarx’ from data like this
mdl = nlarx(data,sys);
Then, in the ‘mdl’ object has a field
mdl.Report.Parameters.ParVector
which lists the parameter estimates in a single column vector. Now, i see that the number of parameters estimates equal the number of ‘true’s in
sys.RegressorUsage
which is a table, however, I do not find information anywhere, in the Matlab documentation or on the internet, which individual instant of ‘true’ in sys.RegressorUsage, i.e., which individual regressors, belongs to which entry of mdl.Report.Parameters.ParVector.
Furthermore, i would like to ask where i can find p-values or standard errors for each of these parameter estimates.
Any help would be much appreciated!I estimate a model using ‘nlarx’ from data like this
mdl = nlarx(data,sys);
Then, in the ‘mdl’ object has a field
mdl.Report.Parameters.ParVector
which lists the parameter estimates in a single column vector. Now, i see that the number of parameters estimates equal the number of ‘true’s in
sys.RegressorUsage
which is a table, however, I do not find information anywhere, in the Matlab documentation or on the internet, which individual instant of ‘true’ in sys.RegressorUsage, i.e., which individual regressors, belongs to which entry of mdl.Report.Parameters.ParVector.
Furthermore, i would like to ask where i can find p-values or standard errors for each of these parameter estimates.
Any help would be much appreciated! I estimate a model using ‘nlarx’ from data like this
mdl = nlarx(data,sys);
Then, in the ‘mdl’ object has a field
mdl.Report.Parameters.ParVector
which lists the parameter estimates in a single column vector. Now, i see that the number of parameters estimates equal the number of ‘true’s in
sys.RegressorUsage
which is a table, however, I do not find information anywhere, in the Matlab documentation or on the internet, which individual instant of ‘true’ in sys.RegressorUsage, i.e., which individual regressors, belongs to which entry of mdl.Report.Parameters.ParVector.
Furthermore, i would like to ask where i can find p-values or standard errors for each of these parameter estimates.
Any help would be much appreciated! nlarx, regression, nonlinear model, system identification MATLAB Answers — New Questions

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