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?