python automatic statistical linear regression

Question

Is there some python packages that helps to do statistical linear regression? For example, I hope such program could do something like automatically performing different types of statistical tests (t-test, F-test etc.) and then automatically removes redundant variable etc., correct for heteroskedasticity etc.. Or is LASSO just the best?

Scikit-learn and scipy should be good places to start.

R Balasubramanian
– R Balasubramanian

2018-06-25 14:05:48 +00:00
Commented Jun 25, 2018 at 14:05 — R Balasubramanian
– R Balasubramanian, Commented Jun 25, 2018 at 14:05

vestland · Accepted Answer · 2018-08-07 08:38:36Z

1

You can perform and visualize linear regression in Python with a wide array of packages like: scipy, statsmodels and seaborn. LASSO is available through statsmodels as described here. When it comes to automated approches to linear regresssion analysis you could start with Forward Selection with statsmodels that was described in an answer in the post Stepwise Regression in Python.

answered Aug 7, 2018 at 8:38

vestland

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