WebJul 9, 2024 · The OLS method seeks to minimize the sum of the squared residuals. This means from the given data we calculate the distance from each data point to the regression line, square it, and the sum of ... WebNov 23, 2024 · If you take the sum of coefficients of one-hot encoded dummies, you can see that for statsmodels it is equal to the constant, and for sklearn it is equal to 0, while the constant differs from statsmodels constant. The coefficients of variables that are not «responsible» for perfect multicollinearity are unaffected. Share.
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