>>> from sklearn import linear_model >>> reg = linear_model.LinearRegression() >>> reg.fit([[0, 0], [1, 1], [2, 2]], [0, 1, 2]) LinearRegression() >>> reg.coef_ array([0.5, 0.5]) The coefficient estimates for Ordinary Least Squares rely on the independence of the features. When features are correlated and the columns of the design matrix \(X\) have an approximately linear dependence, the design ma