-
Notifications
You must be signed in to change notification settings - Fork 3.2k
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
feature/econometrics: Added Variance Inflation Factor #5866
feature/econometrics: Added Variance Inflation Factor #5866
Conversation
|
||
# Calculate the VIF values | ||
vif_values = pd.DataFrame( | ||
{"VIF Values": [vif(df.values, i) for i in range(df.shape[1])][1:]}, |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
This actually results in the dataframe cell having the text "VIF Values:" Would be beneficial to be able to use the returned value without having to process it.
Thanks for bringing this one over! I left a comment in the code, but it would be nice to be able to associate a variable with the vif in the output, so returning the column as well in the df would be my initial thoughts... |
@jmaslek If I understand correctly, the output should be something similar to |
I think we can return a dataframe where the columns are the columns of the input and the values are the corresponding big value. |
Now the result is a dataframe with columns from input and values are VIF values. Also changed the implementation slightly to improve readability. |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Sorry for the delay but this looks good o my end!
Description
Hello Everyone,
I hope this message finds you well.
In this pull request, I have included the following models for econometrics:
How has this been tested?
Checklist:
feature/feature-name
orhotfix/hotfix-name.
Others