Variable Inflation Factor Python. Multicollinearity inflates the variance and type II error. Steps for Implementing VIF.
It makes the coefficient of a variable consistent but unreliable. It is a measure for multicollinearity of the design matrix exog. I am doing an exercise of a Machine Learning System module in python that takes a dataset of cars cylinders year consumption and asks for a model being the variable to predict the consumption of gasoline.
K_vars exogshape1 x_i exog exog_idx mask nparangek_vars exog_idx x_noti exog mask r_squared_i OLSx_i x_notifitrsquared.
Ask Question Asked 1 year 9 months ago. From statsmodelsstatsoutliers_influence import variance_inflation_factor def calculate_vif_ X. Correlation coefficient is a measure of multi-collinearity but this can find a correlation between only two variables. Therefore the variance inflation factor for the estimated coefficient Weight is by definition.
