The statsmodels package may have more of this kind of thing. http://statsmodels.sourceforge.net/devel/glm.html http://statsmodels.sourceforge.net/devel/dev/generated/statsmodels.base.model.GenericLikelihoodModelResults.pvalues.html?highlight=pvalue
I assume you're talking about pvalues for a model's parameters, not on the models performance. For the latter, there's various basic stats functions. On Fri, Feb 3, 2017 at 12:53 PM, 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. > > _______________________________________________ > scikit-learn mailing list > [email protected] > https://mail.python.org/mailman/listinfo/scikit-learn > >
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