3 ms·
I think the question is these don't look like NormalCDF(coef/se) p-values given the coef and se you report. They tend to be too small. From a frequentist pers
by equark 15y ago
I think the question is these don't look like NormalCDF(coef/se) p-values given the coef and se you report. They tend to be too small.
From a frequentist perspective, counting zeroes don't make much sense because under the null of coef=0 there is still a chance you don't estimate coef=0, even after regularization.