import numpy as np
import statsmodels.api as sm
n = 1000000
np.random.seed(13579)
x = np.random.normal(size=n)
u = np.random.normal(size=n)
y = [1+0.7*xi+ui for xi,ui in zip(x,u)]
print(sm.OLS(y, sm.add_constant(x)).fit().params)
[0.9997532 0.70088215]
u = np.random.normal(size=n)
y = [1+0.7*xi+ui for xi,ui in zip(x,u)]
print(sm.OLS(y, sm.add_constant(x)).fit().params)
[1.00286852 0.69894822]