simulation_ttests.py

# for the paired t-test for differnce of means
from scipy.stats import ttest_rel

# save and printprint the results of the test on the Ridge estimates
lasso_results = ttest_rel(unbiased_sigma_estimates, lasso_sigma_estimates)
print(f'Test Statistic for the Paired t-test between the True Model and LASSO: {round(lasso_results[0], 4)}')
print(f'p-value for the Paired t-test between the True Model and LASSO: {round(lasso_results[1], 4)}')
print()
# save and printprint the results of the test on the Ridge estimates
ridge_results = ttest_rel(unbiased_sigma_estimates, ridge_sigma_estimates)
print(f'Test Statistic for the Paired t-test between the True Model and Ridge: {round(ridge_results[0], 4)}')
print(f'p-value for the Paired t-test between the True Model and Ridge: {round(ridge_results[1], 4)}')