python算p值_Python sklearn-如何计算p值

您可以使用statsmodelsimport statsmodels.api as sm

logit_model=sm.Logit(y_train,X_train)

result=logit_model.fit()

print(result.summary())

结果应该是这样的Logit Regression Results

==============================================================================

Dep. Variable: y No. Observations: 406723

Model: Logit Df Residuals: 406710

Method: MLE Df Model: 12

Date: Fri, 12 Apr 2019 Pseudo R-squ.: 0.001661

Time: 16:48:45 Log-Likelihood: -2.8145e+05

converged: False LL-Null: -2.8192e+05

LLR p-value: 8.758e-193

==============================================================================

coef std err z P>|z| [0.025 0.975]

------------------------------------------------------------------------------

x1 -0.0037 0.003 -1.078 0.281 -0.010 0.003