I was wondering if it is possible to manually restore the coefficients of a given model? That is, given a computed set of coefficients, to reinitialize another statsmodel with those parameter (coefficient) outputs?
I have tried doing so (in the context of OLS multiple linear regression), but have gotten errors, and I suspect it is because I try to restore the coefficients by fitting to a single sample dataframe (which is a test set), and that maybe alters some properties not allowing to simply replace the coefficients with .params = etc. (as it gives me a dimension mismatch error). The reason why I am not just using the old model to begin with is because I am doing it on a large amount of data, and so figured it would be easiest to store the coefficients rather than the models themselves.
Any advice or any other things I should show relating to this would definitely be appreciated!