Available in: GLM, GAM
Z-score, standard error, and p-values are classical statistical measures of model quality. p-values are essentially hypothesis tests on the values of each coefficient. A high p-value means that a coefficient is unreliable (insignificant), while a low p-value suggests that the coefficient is statistically significant. You can request GLM or GAM to compute the p-values by enabling the
This option is only applicable when regularization is disabled (
lambda=0) and when
If collinear columns exist in the data, then you must also specify
remove_collinear_columns=TRUE. Otherwise, H2O will return an error.
This option cannot be used with
GLM and GAM auto-standardize the data by default. This changes the p-value of the constant term (intercept).