what is the Python equivalent for R step() function of stepwise regression with AIC as criteria?
Is there an existing function in statsmodels.api?
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I found a post with [forward-backward selection based on p-value](https://datascience.stackexchange.com/questions/24405/how-to-do-stepwise-regression-using-sklearn/24447#24447?newreg=73e38e7b7b694b7fb595e3f81404da79) but How do I do that with AIC? – Chenying Gao Mar 09 '18 at 18:46
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I have something similar on my curve fitting web site, if you post a link to your data I can try it and see what it finds. – James Phillips Mar 10 '18 at 01:38