Tested with Apache Spark 2.1.0, Python 2.7.13 and Java 1.8.0_112
For older versions of Spark and ipython, please, see also previous version of text.
Tested with Apache Spark 2.1.0, Python 2.7.13 and Java 1.8.0_112
For older versions of Spark and ipython, please, see also previous version of text.
from sklearn import linear_model | |
from scipy import stats | |
import numpy as np | |
class LinearRegression(linear_model.LinearRegression): | |
""" | |
LinearRegression class after sklearn's, but calculate t-statistics | |
and p-values for model coefficients (betas). | |
Additional attributes available after .fit() |