> I'm fairly certain that the scikit-learn regression result, plus what you > already have about the data is enough for you to compute all those > statistical measures yourself. It should be rather trivial to do so. >
That is highly dependent on the regression model you use. For example computing a p-value for a lasso regression parameter is not so trivial, though a significance test has recently been proposed. > > Andrew > > On Feb 4, 2017 00:34, "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 >> >> > _______________________________________________ > scikit-learn mailing list > [email protected] > https://mail.python.org/mailman/listinfo/scikit-learn > >
_______________________________________________ scikit-learn mailing list [email protected] https://mail.python.org/mailman/listinfo/scikit-learn
