Detecting Multicollinearity with VIF
Tue Mar 02 2021 21:59:16 GMT+0000 (UTC)
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@Adorism80
from statsmodels.stats.outliers_influence import variance_inflation_factor
# creating dummies for gender
data['Gender'] = data['Gender'].map({'Male':0, 'Female':1})
# the independent variables set
X = data[['Gender', 'Height', 'Weight']]
# VIF dataframe
vif_data = pd.DataFrame()
vif_data["feature"] = X.columns
# calculating VIF for each feature
vif_data["VIF"] = [variance_inflation_factor(X.values, i)
for i in range(len(X.columns))]
print(vif_data)
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https://www.geeksforgeeks.org/detecting-multicollinearity-with-vif-python/
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