Thank you all for your answers. I am interested in the statistical significance of the model and not the parameters of the model. I thought "permutation_test_score" from scikit-learn and the p_value it returns, work for the purpose of my work. Am I wrong though? Is this function only used for measuring the statistical significance of classifiers and not regression models? Kind regards, Afarin ________________________________________ From: scikit-learn <scikit-learn-bounces+afarin.famili=utsouthwestern.edu@python.org> on behalf of scikit-learn-request@python.org <scikit-learn-request@python.org> Sent: Friday, February 3, 2017 4:47 PM To: scikit-learn@python.org Subject: scikit-learn Digest, Vol 11, Issue 2 Send scikit-learn mailing list submissions to scikit-learn@python.org To subscribe or unsubscribe via the World Wide Web, visit https://mail.python.org/mailman/listinfo/scikit-learn or, via email, send a message with subject or body 'help' to scikit-learn-request@python.org You can reach the person managing the list at scikit-learn-owner@python.org When replying, please edit your Subject line so it is more specific than "Re: Contents of scikit-learn digest..." Today's Topics: 1. Calculate p-value, the measure of statistical significance, in scikit-learn (Afarin Famili) 2. Re: Calculate p-value, the measure of statistical significance, in scikit-learn (Jacob Vanderplas) 3. Re: Calculate p-value, the measure of statistical significance, in scikit-learn (Michael Eickenberg) 4. Re: Calculate p-value, the measure of statistical significance, in scikit-learn (Stuart Reynolds) ---------------------------------------------------------------------- Message: 1 Date: Fri, 3 Feb 2017 20:53:54 +0000 From: Afarin Famili <Afarin.Famili@UTSouthwestern.edu> To: "scikit-learn@python.org" <scikit-learn@python.org> Subject: [scikit-learn] Calculate p-value, the measure of statistical significance, in scikit-learn Message-ID: <1486155234925.50514@UTSouthwestern.edu> Content-Type: text/plain; charset="iso-8859-1" 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.