p-values of scikit-learn LogisticRegressionCV?

Question

I'm using scikit-learn's LogisticRegressionCV. Looks like the coefs_ field are the logistic regression coefficients. Is there any way to get p-values, z-values, or some measure of uncertainty for each feature? (For example, as discussed here in R.)

Answer 1

Unfortunately, scikit-learn does not have any such methods for the logistic regression (nor for the linear regression as a matter of fact). I found this which might be of interest for you, but honestly, I would try to stick to R for such tasks if you can.

https://datascience.stackexchange.com/questions/15398/how-to-get-p-value-and-confident-interval-in-logisticregression-with-sklearn