How to measure the quality of regress?

Hi all

I have several groups of data. each group consists of different independent variables. I want to regress each group to a dependent variable lets say y. to do this, I use "regress" command in matlab. Now how to select among group of data which one is the best to describe the output y? what parameter should i use to determine that one group of data is better than others?

Many thanks

Ali

Answer 1

[Tom Lane]

I find it hard to picture exactly what you want. You have several groups of variables, but the same Y variable each time? In that case you could get R-square out of the fifth (struct) output from regress, and pick the one with the largest R-square. This would be purely a descriptive measure, not involving a formal statistical test.

Otherwise please provide more details.