我想从我的线性回归模型中删除变量(使用循环(。
import statsmodels.api as sm
train_x = sm.add_constant(train_x)
lm = sm.OLS(train_y,train_x).fit()
# Filter only those with a P-value less than 5% - this will be a pandas series
keep_pvals = lm.pvalues[lm.pvalues <= .005]