P值在h2o glm中是否已弃用

Question

p-value在elasticnet中是否被弃用？下面的参考显示了系数http://docs.h2o.ai/h2o/latest-stable/h2o-docs/data-science/glm.html中的p值

但是当我执行下面的命令时，我看不到p值

 head(elastic_net_best_model@model$coefficients_table)
 Coefficients: glm coefficients

              names  coefficients standardized_coefficients

Answer 1

只有当compute_p_values设置为true时，才会计算p值，而且这也仅在没有正则化时才有效，这需要lambda=0

举个例子，

library(h2o)
h2o.init()
x<-as.h2o(iris)
xg<-h2o.glm(y="Sepal.Length",training_frame=x,compute_p_values=TRUE,lambda=0)
head(xg@model$coefficients_table)

这将作为输出：

Coefficients: glm coefficients
               names coefficients std_error   z_value  p_value standardized_coefficients
1          Intercept     2.171266  0.279794  7.760227 0.000000                  6.425687
2 Species.versicolor    -0.723562  0.240169 -3.012721 0.003060                 -0.723562
3  Species.virginica    -1.023498  0.333726 -3.066878 0.002584                 -1.023498
4        Sepal.Width     0.495889  0.086070  5.761466 0.000000                  0.216141
5       Petal.Length     0.829244  0.068528 12.100867 0.000000                  1.463863
6        Petal.Width    -0.315155  0.151196 -2.084418 0.038888                 -0.240223