lrasm.multicollinearity_tst

Module Contents

Functions

multicollinearity_test(X, VIF_thresh)

This function recieves a data frame of predictors and outputs VIF for each feature
lrasm.multicollinearity_tst.multicollinearity_test(X, VIF_thresh)[source]

This function recieves a data frame of predictors and outputs VIF for each feature along with a stetement whether or not the multicollinearity assumption is violated.

Parameters

  • X (pd.Dataframe) – Dataframe containing exploratory variable data

  • VIF_thresh (float) – The threshold for VIF

Returns

  • VIF – VIF for explarotary variables

  • Print statement – Whether the multicollinearity assumption is violated.

Examples

>>> multicollinearity_test(X_train, VIF_thresh)