[scikit-learn] Calculate p-value, the measure of statistical significance, in scikit-learn

[Stuart Reynolds]

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 <
Afarin.Famili at utsouthwestern.edu> 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​
>
> ​
>
>
>
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