wh9.2,python计算VIF

最新推荐文章于 2023-12-25 18:28:58 发布

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最新推荐文章于 2023-12-25 18:28:58 发布

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文章标签： python 人工智能

本文链接：https://blog.csdn.net/xianyuaaaaaa/article/details/127830492

版权

import pandas as pd
import numpy as np
import statsmodels.api as sm
import statsmodels.stats.outliers_influence 
data=pd.read_csv("D:\excel\REGRESSION/P256.csv")
from statsmodels.stats.outliers_influence import variance_inflation_factor
data['constant']=1
model=sm.OLS(data['y'],data[['constant','x1','x2','x3','x4','x5','x6','x7','x8','x9','x10','x11']]).fit()
print(model.summary())
vif = []
for i in range(12):
    a=variance_inflation_factor(data.iloc[:,1:].values,i)
    vif.insert(i,a)
print(vif)

代码运行结果：