How to add interaction term in Python sklearn

Question

If I have independent variables [x1, x2, x3] If I fit linear regression in sklearn it will give me something like this:

y = a*x1 + b*x2 + c*x3 + intercept
         


        

Answer 1

Use patsy to construct a design matrix as follows:

y, X = dmatrices('y ~ x1 + x2 + x3 + x1:x2', your_data)

Where your_data is e.g. a DataFrame with response column y and input columns x1, x2 and x3.

Then just call the fit method of your estimator, e.g. LinearRegression().fit(X,y).