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

[Andrew Howe]

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.

Andrew

On Feb 4, 2017 00:34, "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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