Hacker News new | ask | show | jobs
by equark 5522 days ago
I think the question is these don't look like NormalCDF(coef/se) p-values given the coef and se you report. They tend to be too small.

From a frequentist perspective, counting zeroes don't make much sense because under the null of coef=0 there is still a chance you don't estimate coef=0, even after regularization.

1 comments

    I think the question is these don't look like NormalCDF(coef/se) p-values given the coef and se you report.  They tend to be too small.
right that's my question
interesting yeah some of them definitely don't look right. the output is from scipy's stats.ttest_1samp