Variance Inflation Factor. The VIF can be applied to any type of predictive model eg CART or deep learning. How do we interpret the variance inflation factors for a regression model.
Multicollinearity is when theres correlation between predictors ie. Run a multiple regression. From statsmodelsstatsoutliers_influence import variance_inflation_factor.
If any terms in an unweighted linear model have more than 1 df then generalized variance-inflation factors Fox and Monette 1992 are calculated.
Mar 24 2020 Fortunately its possible to detect multicollinearity using a metric known as the variance inflation factor VIF which measures the correlation and strength of correlation between the explanatory variables in a regression model. Independent variables in a model. Remove highly correlated predictors from the model. It is calculated by taking the the ratio of the variance of all a given models betas divide by the variane of a single beta if it were fit alone.
