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feature/econometrics: Added Variance Inflation Factor #5866
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# Calculate the VIF values | ||
vif_values = pd.DataFrame( | ||
{"VIF Values": [vif(df.values, i) for i in range(df.shape[1])][1:]}, |
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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. |
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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