F test in python

Question

Hi....do we have f test code for Lasso regression in pyhton?(not linear regression)

Answer 1

https://timeseriesreasoning.com/contents/f-test-for-regression-analysis/
This may help you. Main idea is to set same bi equal to 0 (i.e. b1=b2=0) and do f-test with errors (rrs1) from 1st (original) model and errors (rss2) from 2nd model (is 1st without future x1 and x2) with type https://timeseriesreasoning.files.wordpress.com/2021/06/fd8fe-195ftcbbwg1cttrq-jts9ha.png

with correct degrees of freedom

Also you can do this with R^2 from model 1 and model 2 ( https://image.slideserve.com/574303/alternative-form-of-the-f-statistic-using-the-r-squared-l.jpg )