statsmodels/statsmodels — pull request #112 by collinstocks (2011-11-23 22:56:42+00:00)
Title: Stepwisefit

Hi,

Over the summer I implemented stepwisefit() from the MatLab statistics toolbox in Python. I've committed my code to the sandbox area so it can be tested some more before being added to statsmodels for real.

The code itself is complete and fairly decently tested. However, I've only tested it with subject data from the place where I was working over the summer, so I cannot give you those test cases, since that would be a privacy issue among other things.

I also have not re-written the documentation. Someone should probably do that before this becomes a real part of statsmodels.

This code minimally requires scipy version 0.10.0 because of a tiny code contribution of mine there which it relies upon.

Thanks,
Collin