I see. Makes sense. Thanks guys.
On Mon, Dec 19, 2011 at 6:21 PM, Gael Varoquaux <
[email protected]> wrote:
> On Mon, Dec 19, 2011 at 10:24:18AM -0500, [email protected] wrote:
> > On Mon, Dec 19, 2011 at 10:19 AM, Jieyun Fu <[email protected]> wrote:
> > > It's Wald's Z test in here. Search for Wald Test in
>
> > > http://userwww.sfsu.edu/~efc/classes/biol710/logistic/logisticreg.htm
>
> > > In ordinary linear regression they like to call it t-statistics. I
> guess
> > > it's just a terminology thing.
>
> > Since the focus of scikits.statsmodels is more on parameter
> > estimation, maybe you should get the statistics from us.
>
> Yes, I agree. The logistic regression from the scikit-learn is meant to
> be used in 'penalized' settings. This means that it is a biased
> estimator, and thus it is much harder to get p-values on the parameters
> estimated, as we are doing only a point estimate, and not computing the
> full posterior. For hypothesis testing, it does seems that using
> statsmodels would be more natural.
>
> Gael
>
>
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