On Mon, Dec 19, 2011 at 10:19 AM, Jieyun Fu <[email protected]> wrote: > 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.
Since the focus of scikits.statsmodels is more on parameter estimation, maybe you should get the statistics from us. We don't do much on feature selection, but if you have the model selected, with sklearn, then you can get tvalues, pvalues for t or normal distribution, and the corresponding t_test, f_test and likelihood ratio test. Wald test is still missing but will be added soon. If there is a large amount of feature selection, then the final tvalues and pvalues will be however misleading since they don't take into account that there was a feature selection stage. Josef > > 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 >> >> >> >> >> >> >> >> ------------------------------------------------------------------------------ >> >> Learn Windows Azure Live! Tuesday, Dec 13, 2011 >> >> Microsoft is holding a special Learn Windows Azure training event for >> >> developers. It will provide a great way to learn Windows Azure and what >> >> it >> >> provides. You can attend the event by watching it streamed LIVE online. >> >> Learn more at http://p.sf.net/sfu/ms-windowsazure >> >> _______________________________________________ >> >> Scikit-learn-general mailing list >> >> [email protected] >> >> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general >> > >> > >> > >> > >> > ------------------------------------------------------------------------------ >> > Learn Windows Azure Live! Tuesday, Dec 13, 2011 >> > Microsoft is holding a special Learn Windows Azure training event for >> > developers. It will provide a great way to learn Windows Azure and what >> > it >> > provides. You can attend the event by watching it streamed LIVE online. >> > Learn more at http://p.sf.net/sfu/ms-windowsazure >> > _______________________________________________ >> > Scikit-learn-general mailing list >> > [email protected] >> > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general >> > >> >> >> ------------------------------------------------------------------------------ >> Learn Windows Azure Live! Tuesday, Dec 13, 2011 >> Microsoft is holding a special Learn Windows Azure training event for >> developers. It will provide a great way to learn Windows Azure and what it >> provides. You can attend the event by watching it streamed LIVE online. >> Learn more at http://p.sf.net/sfu/ms-windowsazure >> _______________________________________________ >> Scikit-learn-general mailing list >> [email protected] >> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > > > > ------------------------------------------------------------------------------ > Learn Windows Azure Live! Tuesday, Dec 13, 2011 > Microsoft is holding a special Learn Windows Azure training event for > developers. It will provide a great way to learn Windows Azure and what it > provides. You can attend the event by watching it streamed LIVE online. > Learn more at http://p.sf.net/sfu/ms-windowsazure > _______________________________________________ > Scikit-learn-general mailing list > [email protected] > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > ------------------------------------------------------------------------------ Learn Windows Azure Live! Tuesday, Dec 13, 2011 Microsoft is holding a special Learn Windows Azure training event for developers. It will provide a great way to learn Windows Azure and what it provides. You can attend the event by watching it streamed LIVE online. Learn more at http://p.sf.net/sfu/ms-windowsazure _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
