On Sat, Jul 28, 2012 at 3:13 PM, Zach Bastick <[email protected]> wrote: > 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? >
FWIW, we have some unsupported code for stepwise regression in a pull request. It's a little too close to the MATLAB code it was translated from so we couldn't accept it into statsmodels without some more work. https://github.com/statsmodels/statsmodels/pull/112 Skipper ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
