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

[Nelle Varoquaux]

> 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" <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​
>>
>> ​
>>
>>
>>
>> ------------------------------
>>
>> UT Southwestern
>>
>> Medical Center
>>
>> The future of medicine, today.
>>
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