title: Python Select variables in multiple linear regression
body: <p>I have a dependent variable y and 6 independent variables. I want to make a linear regression out of it. I use sklearn library to do it. </p>
  
  <p>The problem is some of my independent variables have correlation more than 0.5. So I can't have them in my model at the same time </p>
  
  <p>I searched throw internet but didn't find any solution to select best set of independent variables to draw linear regression and output the variables that had been selected. </p>