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

[Afarin Famili]

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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