Python stepwise regression with AIC?

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David Eugene Booth

Forget stepwise, it is unstable. For a better solution see the attached. Best, D. Booth

Xin He

I developed this repository link. My Stepwise Selection Classes (best subset, forward stepwise, backward stepwise) are compatible to sklearn. You can do Pipeline and GridSearchCV with my Classes.

https://github.com/xinhe97/StepwiseSelectionOLS