Find p-value and F-statistics in scikit learn RandomForestRegressor

Asked Jul 19 '18 at 14:59

Active Jul 21 '18 at 04:29

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How can I find p-value and F-statistics in following regression task with Random Forest Regressor

rf = RandomForestRegressor(n_estimators=100, random_state=76)
result = cross_val_score(rf, X, y, cv=crossvalidation, n_jobs=-1, scoring="neg_mean_squared_error")
rms = sqrt(result.mean() * -1)

edited Jul 20 '18 at 13:10

desertnaut

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asked Jul 19 '18 at 14:59

ZEESHAN

possible duplicate of https://stackoverflow.com/questions/27928275/find-p-value-significance-in-scikit-learn-linearregression – Massoud Hosseinali Jul 19 '18 at 18:41
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p-value and F-statistics of what exactly? – seralouk Jul 19 '18 at 18:43
Not a duplicate. I think you want to look at resampling (eg. bootstrapping) to numerically estimate the p-value from the model. – Louic Jul 19 '18 at 21:28

Find p-value and F-statistics in scikit learn RandomForestRegressor

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