Ordinary Least Squares, P Value, Regression, Statsmodels.
model: OLS in StatsModels: X_train_sc_cst=sm.add_constant(X_train_sc) sm_ols=sm.OLS(y_train,X_train_sc_cst).fit() print("TRAIN: R2: %.5f"%sm_ols.rsquared) sm_ols.summary() #TRAIN: R2: 0.52792 Interpret the results The summary of OLS in StatsModels gives detailed statistical values of the model. The