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missing significance values for regression and coefficients ,R^2 seems to be off boundaries

Open nemar3 opened this issue 3 years ago • 1 comments

hi

thanks for creating this package!

I was trying to use it to predict a rank based on lag values of ranks as well

I got the coefs but what is their significance? : t test, p values and the F value for the regression? it is possible to get that?

the score function gave a result of -79218.32 ...seems strange if that is the R^2

I did this: `from mord import OrdinalRidge

ord_reg=OrdinalRidge()

temp_df=train_aamc.dropna() cols=[x for x in temp_df if "lag" in x]

ord_reg.fit(temp_df[cols],temp_df["aamc"]) ord_reg.score(temp_df[cols],temp_df["aamc"]) `

nemar3 avatar Apr 02 '21 16:04 nemar3

Hi, I'm interested in adding p-values to this package. I believe that we would need to use a chi-squared distribution to find these values. I might submit a PR with these changes but I would need someone to validate my logic and statistics.

varkmiti avatar Jul 13 '23 01:07 varkmiti