variance_inflation_factor¶

In [ ]:

variance_inflation_factor(vdf: vDataFrame, 
                          X: list, 
                          X_idx: int = None,)

Computes the variance inflation factor (VIF) which can be used to detect multicollinearity in an ordinary least squares (OLS) regression analysis.

Parameters¶

Name	Type	Optional	Description
vdf	vDataFrame	❌	input vDataFrame.
X	list	❌	Input Variables.
X_idx	int	✓	Index of the exogenous variable in X. If left to None, a tablesample will be returned with all the variables VIF.

Returns¶

float : VIF.

Example¶

In [14]:

from verticapy.datasets import load_titanic
titanic = load_titanic()

from verticapy.stats import variance_inflation_factor
variance_inflation_factor(titanic,
                          ["age", "fare", "pclass"],
                          0)

Out[14]:

1.2004351158411917

In [13]:

from verticapy.stats import variance_inflation_factor
variance_inflation_factor(titanic,
                          ["age", "fare", "pclass"],)

Out[13]:

	X_idx	VIF
1	"age"	1.2004351158411917
2	"fare"	1.4837218097045208
3	"pclass"	1.716415700911506

Rows: 1-3 | Columns: 2