p-values for Linear Discriminant and Quadratic Discriminant analyses (LDA, QDA)
Summary shows how statistically significant the model coefficients are. Actually, LDA and QDA don't estimate any coefficients as logictic regression does. Therefore, it's impossible to measure the coefficients performance of LDA and QDA.
I've been searching for a long time for a method to pull the p-value for LDA and QDA models without success.
I know I can use the summary function from statsmodel for linear and logistic regression but I think this does not apply to the above regressions.
Would appreciate your help with this
Thanks!