Find the p-value with a Ridge regression model

Mirabelle23
Level 1
Find the p-value with a Ridge regression model

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

1 Reply
pmasiphelps
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

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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

 

 

 

Setup info

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