Stepwise Regression in Python.
Sklearn doesn't support stepwise regression. This package implements stepwise regression using aic. I have implemented using AIC and it has been motivated from http://trevor-smith.github.io/stepwise-post/. It is to similar to R-Stepwise having null and full models formula.
This package has main class stepwisereg.py and test case is here.
pip install stepwisereg
Test case is here