Is there a way to get the significance level of each coefficient that we get after we select a logistic regression model for the training data?
I tried to find a way and could not understand myself.
I think I can get the significance level of each function if I run chi sq test, but first of all I'm not sure if I can run a test on all functions together, and secondly, I have numerical data, so if it is will give me the right result or not, it remains a question.
Now I am running the model part using statsmodel and scikit learn, but of course I want to know how to get these results from pySparl ML or MLLib
If someone can shed light, it will be helpful
source share