A Python package to implement stepwise regression
Project description
Stepwise Regression
A python package which executes linear regression forward and backward
Usage
The package can be imported and the functions
forward_regression:
Performs a forward feature selection based on p-value from statsmodels.api.OLS Arguments: X - pandas.DataFrame with candidate features y - list-like with the target threshold_in - include a feature if its p-value < threshold_in verbose - whether to print the sequence of inclusions and exclusions Returns: list of selected features
backward_regression:
Performs a forward feature selection based on p-value from statsmodels.api.OLS Arguments: X - pandas.DataFrame with candidate features y - list-like with the target threshold_out - exclude a feature if its p-value > threshold_out verbose - whether to print the sequence of inclusions and exclusions Returns: list of selected features
can be used
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