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When performing regression analysis, it is best to generate your coefficients using a training dataset, and then test the accuracy of the regression using a testing dataset.

I'm currently using the ols function of the statsmodels package for some regression testing, and wanted to know if there is a simple way to split to training and testing data within this package.

If not, what would be the neatest way to achieve this, or are there other packages that have this functionality built in?

datavoredan
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  • thanks Hayden, my question was incorrectly worded. The part I am having difficulty with is actually applying the model generated from the training set, to the data in the testing set. Is there a built in way of doing this? – datavoredan Aug 20 '15 at 00:43
  • then edit your question, or ask a new one. – joris Aug 20 '15 at 07:57

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