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aniruddha27/Multicollinearity_VIF.py

Created March 12, 2020 06:49
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Multicollinearity_VIF.py
# Import library for VIF
from statsmodels.stats.outliers_influence import variance_inflation_factor
def calc_vif(X):
# Calculating VIF
vif = pd.DataFrame()
vif["variables"] = X.columns
vif["VIF"] = [variance_inflation_factor(X.values, i) for i in range(X.shape[1])]
return(vif)
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