what is : \hat{ beta } / std.err ?
given a fitted model that gives clf.coef_ for the estimated coef?
Alex
On Mon, Dec 19, 2011 at 4:08 PM, Jieyun Fu <[email protected]> wrote:
> Hi Alex,
>
> I am sorry to bother you again, but it doesn't look like that
>
> univariate_selection.f_classif
>
> gives me the t-statistics of linear regression or logistic regression. It
> gives F-value, but what I am looking for is \hat{ beta } / std.err
>
> Thank you so much!
>
> On Mon, Dec 19, 2011 at 9:47 AM, Alexandre Gramfort
> <[email protected]> wrote:
>>
>> > I haven't found your example. Can you post a link?
>>
>> look at the docstring of cross_val_score
>>
>> > I was looking
>> >
>> > at http://scikit-learn.org/stable/modules/classes.html#module-sklearn.metrics
>> >
>> > By the way, Is there a built-in method to calculate t-stat ? I couldn't
>> > find
>> > that even for ordinary linear regression. I wouldn't mind writing my
>> > own,
>> > but I thought with a built-in version it might be more efficient, or
>> > less
>> > likely to have bugs. :)
>>
>> look at:
>>
>> univariate_selection.f_classif
>>
>> Alex
>>
>>
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>
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developers. It will provide a great way to learn Windows Azure and what it
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Learn more at http://p.sf.net/sfu/ms-windowsazure
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