Yep - in which case the OP would have difficulty computing p-values (but not the other usual stats) with any software tool that provided those methods. But since the question was specifically about scikit-learn, my main point is that the quantities are easy to compute (if they exist).
Andrew <~~~~~~~~~~~~~~~~~~~~~~~~~~~> J. Andrew Howe, PhD www.andrewhowe.com http://www.linkedin.com/in/ahowe42 https://www.researchgate.net/profile/John_Howe12/ I live to learn, so I can learn to live. - me <~~~~~~~~~~~~~~~~~~~~~~~~~~~> On Sat, Feb 4, 2017 at 10:52 PM, Nelle Varoquaux <[email protected]> wrote: > > 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 > >
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