Currently Statmodels package in python doesn't have stepwise regression, so i thought why not we create it. I have implemented using AIC and BIC and it has been motivated from http://trevor-smith.github.io/stepwise-post/.
Idea is to build like R-Stepwise having null and full models formula.
I have also added complete example in code.py using test_data.csv . Here dependent variable is "OS_MONTHS" and we can change it based on dataset.