title: Stepwise Regression in Python
body: <p>How to perform <strong>stepwise regression</strong> in <strong>python</strong>? There are methods for OLS in SCIPY but I am not able to do stepwise. Any help in this regard would be a great help. Thanks.</p>
  
  <p>Edit: I am trying to build a linear regression model. I have 5 independent variables and using forward stepwise regression, I aim to select variables such that my model has the lowest p-value. Following link explains the objective:</p>
  
  <p><a href="https://www.google.co.in/url?sa=t&amp;rct=j&amp;q=&amp;esrc=s&amp;source=web&amp;cd=4&amp;ved=0CEAQFjAD&amp;url=http%3A%2F%2Fbusiness.fullerton.edu%2Fisds%2Fjlawrence%2FStat-On-Line%2FExcel%2520Notes%2FExcel%2520Notes%2520-%2520STEPWISE%2520REGRESSION.doc&amp;ei=YjKsUZzXHoPwrQfGs4GQCg&amp;usg=AFQjCNGDaQ7qRhyBaQCmLeO4OD2RVkUhzw&amp;bvm=bv.47244034,d.bmk">https://www.google.co.in/url?sa=t&amp;rct=j&amp;q=&amp;esrc=s&amp;source=web&amp;cd=4&amp;ved=0CEAQFjAD&amp;url=http%3A%2F%2Fbusiness.fullerton.edu%2Fisds%2Fjlawrence%2FStat-On-Line%2FExcel%2520Notes%2FExcel%2520Notes%2520-%2520STEPWISE%2520REGRESSION.doc&amp;ei=YjKsUZzXHoPwrQfGs4GQCg&amp;usg=AFQjCNGDaQ7qRhyBaQCmLeO4OD2RVkUhzw&amp;bvm=bv.47244034,d.bmk</a></p>
  
  <p>Thanks again. </p>