Следующий пример взят из другого сообщения.
from statsmodels.formula.api import ols
fit = ols('Wage ~ C(Sex_male) + C(Job) + Age', data=df).fit()
fit.summary()
OLS Regression Results
==============================================================================
Dep. Variable: Wage R-squared: 0.592
Model: OLS Adj. R-squared: 0.048
Method: Least Squares F-statistic: 1.089
Date: Wed, 06 Jun 2018 Prob (F-statistic): 0.492
Time: 22:35:43 Log-Likelihood: -104.59
No. Observations: 8 AIC: 219.2
Df Residuals: 3 BIC: 219.6
Df Model: 4
Covariance Type: nonrobust
=======================================================================================
coef std err t P>|t| [0.025 0.975]
---------------------------------------------------------------------------------------
Intercept 3.67e+05 3.22e+05 1.141 0.337 -6.57e+05 1.39e+06
C(Sex_male)[T.1] 2.083e+05 1.39e+05 1.498 0.231 -2.34e+05 6.51e+05
C(Job)[T.Assistant] -2.167e+05 1.77e+05 -1.223 0.309 -7.8e+05 3.47e+05
C(Job)[T.Professor] -9273.0556 1.61e+05 -0.058 0.958 -5.21e+05 5.03e+05
Age -3823.7419 6850.345 -0.558 0.616 -2.56e+04 1.8e+04
==============================================================================
Omnibus: 0.479 Durbin-Watson: 1.620
Prob(Omnibus): 0.787 Jarque-Bera (JB): 0.464
Skew: -0.108 Prob(JB): 0.793
Kurtosis: 1.839 Cond. No. 215.
==============================================================================
Я бы хотел удалить переменную C (Job) [T.Professor] из модели.