希望能帮到你!要想找到f统计量,可以试试。
import sklearn
from sklearn.linear_model import LinearRegression
X, y = df[['x1','x2']], df[['y']]
model=LinearRegression().fit(X, y)
Rsq = model.score
fstat = (Rsq/(1-Rsq))*((N-K-1)/K) #you should find N and K yourself
要找p值,可以用python包symbulate来找
import symbulate as sm
dfN = 5 #degrees of freedom in the numerator of F-statistic
dfD = 2 #degrees of freedom in the denominator of F-statistic
pVal = 1-sm.F(dfN,dfD).cdf(fstat)