统计模型得分 [英] Statsmodels score

问题描述

我正在使用 statsmodels 运行逻辑回归，并试图找到我的回归分数.与 sklearn 不同，该文档并没有真正提供关于 score 方法的太多信息，它允许用户传递带有 y 值和回归系数的测试数据集，即 lr.score(test_data, target).我应该如何将参数传递给 statsmodels 的评分函数?文档:http://statsmodels.sourceforge.net/stable/generated/statsmodels.discrete.discrete_model.Logit.score.html#statsmodels.discrete.discrete_model.Logit.score

I am running a logistic regression using statsmodels and am trying to find the score of my regression. The documentation doesn't really provide much information about the score method unlike sklearn which allows the user to pass a test dataset with the y value and the regression coefficients i.e. lr.score(test_data, target). What and how should I pass parameters to the statsmodels's score function? Documentation: http://statsmodels.sourceforge.net/stable/generated/statsmodels.discrete.discrete_model.Logit.score.html#statsmodels.discrete.discrete_model.Logit.score

推荐答案

在统计学和计量经济学中 score 通常是指对数似然函数的导数.这是 statsmodels 中使用的定义.

In statistics and econometrics score refers usually to the derivative of the log-likelihood function. That's the definition used in statsmodels.

使用二元因变量进行分类或回归的预测性能指标在统计​​模型中基本上被忽略了.一个开放的拉取请求在这里https://github.com/statsmodels/statsmodels/issues/1577

Prediction performance measures for classification or regression with binary dependent variables have largely been neglected in statsmodels. An open pull request is here https://github.com/statsmodels/statsmodels/issues/1577

statsmodels 确实有针对连续因变量的性能测量.

statsmodels does have performance measures for continuous dependent variables.

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