方差膨胀因子 VIF:Variance inflation factor988127另一软件stata提供了vif的计算结果所以尽量使用这种较容易的办法获得 Variance inflation factor Instatistics,thevariance inflation factor (VIF)quantifies the severity ofmulticollinearityin anordinary least squaresregressionanalysis. It provides an index that measures...
1. Use formula in statasmodels: import pandas as pd import statsmodels.formula.api as smf def get_vif(exogs, data): '''Return VIF (variance inflation factor) DataFrame Args: exogs (list): list of exogenous/independent variables data (DataFrame): the df storing all variables Returns: VIF ...
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On the contrary using the existing statsmodels variance_inflation_factor function has a provision of outputting variables having VIF='inf' values as well but it is too slower than the above short trick(O(n^2). Is there any technique(without using the above statsmodels variance_inflation_factor ...
t function of Stata software. A possible explanation for the difference in the standard errors presented in Table 10 in the presence of the weights is due to the magnitude of the dispersion parameter. However, the parameter estimates for the zero-inflation part still look different. This issue ...
方差膨胀因子 VIF:Variance inflation factor988127另一软件stata提供了vif的计算结果所以尽量使用这种较容易的办法获得 Variance inflation factor Instatistics,thevariance inflation factor (VIF)quantifies the severity ofmulticollinearityin anordinary least squaresregressionanalysis. It provides an index that measures...
方差膨胀因子 VIF:Variance inflation factor988127另一软件stata提供了vif的计算结果所以尽量使用这种较容易的办法获得 Variance inflation factor Instatistics,thevariance inflation factor (VIF)quantifies the severity ofmulticollinearityin anordinary least squaresregressionanalysis. It provides an index that measures...