Ordinary Least Squares, P Value, Regression, Statsmodels.
hypothesis, meaning that the coefficient has an explanatory effect on the target value. In our example: AGE, S6, S3,S4,S2 are all having a p-value greater than 0.05. What’s next? What you could do is: To remove the feature (in train and test sets) having the most important p-value in your model (in