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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 mentioned below can be used.

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

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