pylspm.py 文件源码

def vif(self):
        vif = []
        totalmanifests = range(len(self.data_.columns))
        for i in range(len(totalmanifests)):
            independent = [x for j, x in enumerate(totalmanifests) if j != i]
            coef, resid = np.linalg.lstsq(
                self.data_.ix[:, independent], self.data_.ix[:, i])[:2]

            r2 = 1 - resid / \
                (self.data_.ix[:, i].size * self.data_.ix[:, i].var())

            vif.append(1 / (1 - r2))

        vif = pd.DataFrame(vif, index=self.manifests)
        return vif