15. Python零基础学习第15课 MultiCollinearity In Linear Regression多重共线性及VIF是python机器学习&深度学习&数据分析,适合初学者的教程,119集学完即可操作!的第15集视频,该合集共计95集,视频收藏或关注UP主,及时了解更多相关视频内容。
11.线性回归算法的主要特点是可以拟合自变量和因变量间相互依赖的线性关系。 12.线性回归(Linear Regression)是利用数理统计中回归分析,来确定两种或两种以上变量间相互依赖的定量关系的一种统计分析方法,线性回归利用称为线性回归方程的最小平方函数对一个或多个自变量和因变量之间关系进行建模。这种函数是一个或多个称...
)X3=np.column_stack([X1,np.random.rand(100,2)])import matplotlib.pyplot as pltclf=LinearRegression()vif2=np.zeros((10,1))for i in range(10):tmp=[k for k in range(10) if k!=i]clf.fit(X2[:,tmp],X2[:,i])vifi=1/(1-clf.score(X2[:,tmp],X2[:,i]))vif2[i]=vifi ...
Of all data problems in linear regression, we are more concerned about the nearly linear dependency among several factors assumed independent implicitly in the model specification. Numerically, high dependency results directly in rank-deficiency problem in the OLS estimation. The resultant problems, such...
方差膨胀因子说明 方差膨胀因子（Variance Inflation Factor，VIF）是指解释变量之间存在多重共线性时的方差...
from sklearn.linear_model import LogisticRegression # AUC和准确度 from sklearn.metrics import accuracy_score from sklearn.metrics import roc_auc_score import pandas as pd import numpy as np import matplotlib.pyplot as plt 1. 2. 3. 4. ...
> > In types of regression other than ordinary linear regression, the VIF > from the corresponding linear regression will not be the whole story > (as Nick pointed out), but it should be a helpful start. > > A "large" VIF indicates the presence of a collinearity relation > involving ...
Variance inflation factor (VIF) is a measure of the amount of multicollinearity in a set of multiple regression variables.
# 画图importseabornassns# 制作数据集fromsklearn.datasetsimportmake_blobs# VIF膨胀因子fromstatsmodels.stats.outliers_influenceimportvariance_inflation_factor# 分割数据集fromsklearn.model_selectionimporttrain_test_split# 逻辑回归fromsklearn.linear_modelimportLogisticRegression# AUC和准确度fromsklearn.metricsimpor...
VIF regression is a fast algorithm whichdoes feature selection in large regression problems. VIF regression handles big number of features streamwise. Such ... R Zhang,SII;F Liu 被引量: 0发表: 0年 A comparison of multiple linear regression and quantile regression for modeling the internal bond...