Ordinary Least Squares, P Value, Regression, Statsmodels.
#TRAIN-model direct score R2: 0.52792 #TRAIN-recomputed R2: 0.52792 #TEST R2: 0.453 R2 score for the train is about 0.528, and the test is 0.453. Visualization plt.scatter(y_train_predict,y_train,label='train') plt.scatter(y_test_predict,y_test,label='test') plt.plot(y_train,y_train,'-r')