我有一系列200 x / y的数据点,并使用matlab生成模型。我试图确定fitln生成的多项式函数的顺序。我尝试从6开始,希望一些高阶系数不重要,但得到以下结果:
Linear regression model:
y ~ 1 + x1 + x1^2 + x1^3 + x1^4 + x1^5 + x1^6
Estimated Coefficients:
Estimate SE tStat pValue
___________ __________ _______ __________
(Intercept) 0 0 NaN NaN
x1 11897 462.8 25.706 2.1825e-64
x1^2 -442.92 26.689 -16.596 4.438e-39
x1^3 7.323 0.55975 13.083 1.8862e-28
x1^4 -0.059949 0.0053902 -11.122 1.516e-22
x1^5 0.00023784 2.4198e-05 9.8286 9.3122e-19
x1^6 -3.6511e-07 4.1034e-08 -8.8978 4.0169e-16
Number of observations: 201, Error degrees of freedom: 195
Root Mean Squared Error: 1.36e+04
R-squared: 0.519, Adjusted R-Squared 0.506
F-statistic vs. constant model: 42, p-value = 3.1e-29
我得到以下5阶多项式:
Linear regression model:
y ~ 1 + x1 + x1^2 + x1^3 + x1^4
Estimated Coefficients:
Estimate SE tStat pValue
___________ __________ _______ __________
(Intercept) 1.0011e+05 19.058 5252.9 0
x1 -19.02 1.3004 -14.626 3.0955e-33
x1^2 0.27502 0.026087 10.542 7.1559e-21
x1^3 -0.0029912 0.00019381 -15.434 1.0751e-35
x1^4 -2.1979e-06 4.7601e-07 -4.6174 7.0203e-06
Number of observations: 201, Error degrees of freedom: 196
Root Mean Squared Error: 52.4
R-squared: 1, Adjusted R-Squared 1
F-statistic vs. constant model: 5.8e+05, p-value = 0
现在,我注意到在所有情况下p值都非常低(我认为好),R平方大于0.5(我认为这也很好)。
所以,我不确定该如何处理这些数据。我知道我应该针对低阶多项式,但我怎么能证明这一点?