Find the p-value with a Ridge regression model

Mirabelle23
Mirabelle23 Dataiku DSS Core Designer, Registered Posts: 1 ✭✭✭
in Using Dataiku

Hi everyone,

I am working on a project for my master's degree and we have to predict the number of cinema admissions.
We used a ridge regression model which you can find attached.

Our professor asks us to tell him what the p-value is and we don't know how to get this information from dataiku.

Could you please help us?

Thank you in advance and have a nice day.

Operating system used: Windows 10

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Answers

  • pmasiphelps
    pmasiphelps Dataiker, Dataiku DSS Core Designer, Registered Posts: 33 Dataiker

    Hi,

    Click on the text of your trained model, then "Regression Coefficients", then "More stats":

    Screen_Shot_2022-06-13_at_3_14_22_PM.png

     

    Note that p-values on regression coefficients are only properly defined for unregularized regressions, yet Ridge Regression includes regularization - so take these p-values with a grain of salt.

    Best,

    Pat

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