teg_ftest
F-test.
function [F, p, df1, df2] = teg_ftest(Err_new, Err_old, p_new, p_old, n) % function [F, p, df1, df2] = teg_ftest(Err_new, Err_old, p_new, p_old, n) % % F test for significance of the error variance (Err) decrease from % a p_old parameter model to a p_new parameter model. % Include intercept when counting parameters. % n is number of observations. RSS_old = Err_old * (n - 1); RSS_new = Err_new * (n - 1); df1 = p_new - p_old; df2 = n - p_new; F = ((RSS_old - RSS_new) / df1) / (RSS_new / df2); x = df1 * F / (df1 * F + df2); a = df1 / 2; b = df2 / 2; p = 1 - betainc(x, a, b);