[scikit-learn] How is linear regression in scikit-learn done? Do you need train and test split?

[C W]

Hello everyone,

I'm new to scikit learn. I see that many tutorial in scikit-learn follows
the work-flow along the lines of
1) tranform the data
2) split the data: train, test
3) instantiate the sklearn object and fit
4) predict and tune parameter

But, linear regression is done in least squares, so I don't think train
test split is necessary. So, I guess I can just use the entire dataset?

Thanks in advance!
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