The docs do not indicate whether there is anyway to do a stepwise 
regression in scikit-learn or in Python.
All there seems to be is linear_model.LinearRegression().

This function outputs resulting x-values/beta-values/coefficents that 
are not significant. In statistical data packages, like SPSS, 
non-significant beta-values are automatically eliminated from the 
regression equation... not here.

Am I missing something? How does one do a step-wise regression, so that 
insignificant coefficents are not added to the equation?

Thanks,

Zach

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