Feb-27-2020, 02:47 PM
(This post was last modified: Feb-27-2020, 02:48 PM by RawlinsCross.)
Could I use the example from?...
https://stackoverflow.com/questions/2792...regression#
https://stackoverflow.com/questions/2792...regression#
# Manual P-Values lr = LogisticRegression(solver='lbfgs', class_weight='balanced') lr.fit(X, y) params = np.append(lr.intercept_, lr.coef_) predictions = lr.predict(X) newX = pd.DataFrame({"Constant":np.ones(len(X))}).join(pd.DataFrame(X)) MSE = (sum((y-predictions)**2))/(len(newX)-len(newX.columns)) var_b = MSE*(np.linalg.inv(np.dot(newX.T,newX)).diagonal()) sd_b = np.sqrt(var_b) ts_b = params/ sd_b p_values =[2*(1-stats.t.cdf(np.abs(i),(len(newX)-1))) for i in ts_b] sd_b = np.round(sd_b,3) ts_b = np.round(ts_b,3) p_values = np.round(p_values,3) params = np.round(params,4) myDF3 = pd.DataFrame() myDF3["Coefficients"],myDF3["Standard Errors"],myDF3["t values"],myDF3["Probabilites"] = [params,sd_b,ts_b,p_values] print(myDF3)
Output:Coefficients Standard Errors t values Probabilites
0 -0.3453 0.018 -19.285 0.00
1 -0.3326 0.021 -15.983 0.00
2 -0.4929 0.019 -26.082 0.00
3 0.8400 0.021 40.312 0.00
4 -0.2889 0.025 -11.465 0.00
5 -0.2708 0.026 -10.336 0.00
6 0.3760 0.048 7.854 0.00
7 0.0909 0.035 2.566 0.01
8 0.9340 0.055 16.992 0.00
9 -0.4504 0.041 -10.987 0.00