Variance Inflation Factor in Python

Question

I\'m trying to calculate the variance inflation factor (VIF) for each column in a simple dataset in python:

a b c d
1 2 4 4
1 2 6 3
2 3 7 4
3 2 8 5
4 1 9 4
         


        

Answer 1

here code using dataframe python:

To create data

import numpy as np
import scipy as sp

a = [1, 1, 2, 3, 4]
b = [2, 2, 3, 2, 1]
c = [4, 6, 7, 8, 9]
d = [4, 3, 4, 5, 4]

To create dataframe

import pandas as pd
data = pd.DataFrame()
data["a"] = a
data["b"] = b
data["c"] = c
data["d"] = d

Calculate VIF

cc = np.corrcoef(data, rowvar=False)
VIF = np.linalg.inv(cc)
VIF.diagonal()

Result

array([22.95, 3. , 12.95, 3. ])