from statsmodels.stats.outliers_influence import variance_inflation_factor from statsmodels.tools.tools import add_constant df = pd.DataFrame( {'a': [1, 1, 2, 3, 4], 'b': [2, 2, 3, 2, 1], 'c': [4, 6, 7, 8, 9], 'd': [4, 3, 4, 5, 4]} ) X = add_constant(df)...
return 1.0 / (1.0 - r2) for i in data.columns: print(i, "\t", vif(df=data, col_i=i)) 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 3.2 基于内建函数 def checkVIF_new(df): from statsmodels.stats.outliers_influence import variance_inflation_factor # 默认情况下不会添加截距,使得...
from statsmodels.stats.outliers_influence import variance_inflation_factor as vif vif(np.array(DataFrame),索引数) #两个参数第一个必须是包含所有解释变量的数组,第二个即为索引值。 features=data.columns removefeatures=[] for i in range(len(features)): vifs=vif(np.array(data),i) if vifs>10:...
方差膨胀因子(Variance Inflation Factor, VIF),可以表征自变量之间的共线性程度,它的大小可以反映出自变量的观察值之间是否存在复共线性以程度。 一、用VIF来检测共线性 VIF的计算公式为: VIFj=11−Rj2 ,其中 Rj2 是多个解释变量辅助回归的可决系数,举个例子: 假如现在的因变量为y,自变量有A、B和C,假设A和...
as np cols=5000 rows=3000 np.random.seed(2) df = pd.DataFrame(index=range(rows),data=np.random.randn(rows,cols),columns=[f'F{x}' for x in range(cols)] ) X = add_constant(df) pd.Series([variance_inflation_factor(X.values, i) for i in range(X.shape[1])], index=X.columns...
Too Long; Didn't ReadThe variance inflation factor (VIF) is a statistical metric used to detect multicollinearity in supervised predictive models. VIF can be used to explain why certain variables are not able to capture the same variance as the target variable in an approximately uniqu...
根据URL得知应该是在发评论的时候出现的错误。很奇怪,因为很久之前这位博友jiuki's blog也给我反馈过...
after explicit removal of this potential bias in the two-stage testing procedure. As additional support for the robustness of our interaction results in false positives, we did not observe substantial systematic inflation of interactionpvalues across the entire set of EWIS tests (Supp. Fig. S7b)...
Error while using variance_inflation_factor in Python I want to VIF analysis on a dataset df. Here, X is the subsetset of df with only the independant variables. This is my code: from statsmodels.stats.outliers_influence import variance_inflation_factor ... python statsmodels variance Mich...