modelselect

A package helps select independent variables for traditional linear regression models


Keywords
python, linear, regression, statsmodels, model, improvement, select, variables, insignificant, multicollinearity
License
MIT
Install
pip install modelselect==0.0.1

Documentation

modelselect

A package helps easily create an optimal linear regression model by removing the insignificant and multicollinearity predictor variables, which can help you reduce the interactive process and tedious work to run the model, estimate it, evaluate it, reestimate and reevaluate it, etc.

Developed by Shouke Wei from Deepsim Academy, Deepsim Intelligence Technology Inc. (c) 2022

Install the package

pip install modelselect

import the package

from modelselect import LRSelector

then use the LRSelector() directly. Or

import modelselect as ms

then use ms.LRSelector()

Document

An example: https://github.com/shoukewei/modelselect/blob/main/docs/example.ipynb