how to calc the Variance Inflation Factor (VIF)

Ornado Spestian answered on September 11, 2022 Popularity 7/10 Helpfulness 1/10

answer how to calc the Variance Inflation Factor (VIF)

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how to calc the Variance Inflation Factor (VIF)

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# For each X, calculate VIF and save in dataframe
vif = pd.DataFrame()
vif["VIF Factor"] = [variance_inflation_factor(X.values, i) for i in range(X.shape[1])]
vif["features"] = X.columns

Popularity 7/10 Helpfulness 1/10 Language python

Source: etav.github.io

Tags: calc python variance

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Contributed on Sep 11 2022

Ornado Spestian

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#Imports
import pandas as pd
import numpy as np
from patsy import dmatrices
import statsmodels.api as sm
from statsmodels.stats.outliers_influence import variance_inflation_factor

df = pd.read_csv('loan.csv')
df.dropna()
df = df._get_numeric_data() #drop non-numeric cols

df.head()

Popularity 7/10 Helpfulness 1/10 Language python

Source: etav.github.io

Tags: python variance calc py

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Contributed on Sep 11 2022

Ornado Spestian

0 Answers Avg Quality 2/10

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how to calc the Variance Inflation Factor (VIF)

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