It's Wald's Z test in here. Search for Wald Test in
http://userwww.sfsu.edu/~efc/classes/biol710/logistic/logisticreg.htm
In ordinary linear regression they like to call it t-statistics. I guess
it's just a terminology thing.
Thanks again,
On Mon, Dec 19, 2011 at 10:14 AM, Alexandre Gramfort <
[email protected]> wrote:
> 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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