Variance Inflation Factor (VIF) 方差膨胀因子解释_附python脚本

最新推荐文章于 2024-09-04 11:00:52 发布

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最新推荐文章于 2024-09-04 11:00:52 发布

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原文链接：http://www.cnblogs.com/webRobot/p/10889525.html

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方差膨胀因子(VIF)用于检测多元回归中预测变量之间的多重共线性。当VIF介于5-10之间时，可能存在多重共线性问题，需要考虑删除相关变量。本文通过Python实现VIF计算，并提供了相关代码链接。

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python信用评分卡（附代码，博主录制）

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https://etav.github.io/python/vif_factor_python.html

Colinearity is the state where two variables are highly correlated and contain similiar information about the variance within a given dataset. To detect colinearity among variables, simply create a correlation matrix and find variables with large absolute values. In R use the corr function and in python this can by accomplished by using numpy's corrcoeffunction.

Multicolinearity on the other hand is more troublesome to detect because it emerges when three or more variables, which are highly correlated, are included within a model. To make matters worst multicolinearity can emerge even when isolated pairs of variables are not colinear.

A common R function used for testing reg