python logistic回归 pvalue_查看sklearn的线性回归系数的p value

可以用statsmodel.api模块。比如说逻辑回归>>> import statsmodels.api as sm

>>> log_reg = sm.Logit(df['y'], df[['a', 'b', 'c']])

>>> clf = log_reg.fit()

Optimization terminated successfully.

Current function value: 0.692762

Iterations 3

如果要查看系数的p value，调用clf.summary()就可以了，这个方法对OLS回归也是一样的。>>> clf.summary()

Logit Regression Results

Dep. Variable: y No. Observations: 1000

Model: Logit Df Residuals: 997

Method: MLE Df Model: 2

Date: Tue, 17 Oct 2017 Pseudo R-squ.: -0.1341

Time: 10:19:37 Log-Likelihood: -692.76

converged: True LL-Null: -610.86

LLR p-value: 1.000

coef std err z P>|z| [95.0% Conf. Int.]

a 0.1240 0.219 0.565 0.572 -0.306 0.554

b -1.9466 6.245 -0.312 0.755 -14.186 10.293

c 3.7477 6.230 0.602 0.547 -8.463 15.9