Dear Afarin, scikit-learn is designed for predictive modelling, where evaluation is done out of sample (using train and test sets).
You seem to be looking for a package with which you can do classical in-sample statistics and their corresponding evaluations among which p-values. You are probably better off using statsmodels for that or R directly if you don't mind changing languages. Hope that helps! Michael On Friday, 3 February 2017, Afarin Famili <[email protected]> wrote: > Hi all, > > I am aiming at calculating the p-value of regression models using > scikit-learn, in order to report their statistical significance. Aside from > permutation_test_score in scikit-learn, do you have any suggestions for > calculating the p-value of the model? Ultimately, I am interested in > computing the coefficient of determination, r2 as well as MSE to indicate > the performance of the model for those models that were statistically > significant. > > Thank you, > > Afarin > > > > > > ------------------------------ > > UT Southwestern > > Medical Center > > The future of medicine, today. >
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