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  • MLR Multicollinearity Explained Code

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    Rohit Tornekar
    5 views2 pages
    The document shows code for performing multiple linear regression analysis on datasets. It first loads and inspects a dataset, selects predictor variables, fits a linear regression model, and prints the model parameters. It then repeats these steps on another dataset that includes multicollinear predictor variables. Finally, it calculates variance inflation factors to detect multicollinearity between predictors in the third dataset.

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    MLR_Multicollinearity_Explained_Code

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    The document shows code for performing multiple linear regression analysis on datasets. It first loads and inspects a dataset, selects predictor variables, fits a linear regression model, and prints the model parameters. It then repeats these steps on another dataset that includes multicollinear predictor variables. Finally, it calculates variance inflation factors to detect multicollinearity between predictors in the third dataset.

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    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
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    5 views2 pages

    MLR Multicollinearity Explained Code

    Uploaded by

    Rohit Tornekar
    The document shows code for performing multiple linear regression analysis on datasets. It first loads and inspects a dataset, selects predictor variables, fits a linear regression model, and prints the model parameters. It then repeats these steps on another dataset that includes multicollinear predictor variables. Finally, it calculates variance inflation factors to detect multicollinearity between predictors in the third dataset.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
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    of 2

    import pandas as pd

    MLR_df = pd.read_csv('MLR.csv')
    MLR_df.info()
    MLR_df.iloc[0:15, 0:4]

    X_features = ['CTRP','Promotion']
    MLR_X_df = MLR_df[X_features]
    MLR_X_df.iloc[0:15, 0:4]

    import numpy as np
    import statsmodels.api as sm
    X = sm.add_constant(MLR_X_df)
    X.iloc[0:15, 0:4]
    Y=MLR_df['Revenue']
    MLR_lm = sm.OLS( Y, X ).fit()
    print( MLR_lm.params )
    MLR_lm.summary2()

    ==============================================
    Multi-Collinearity steps

    import pandas as pd
    MLR_df = pd.read_csv('MLR_MC.csv')
    MLR_df.info()
    MLR_df.iloc[0:15, 0:4]

    X_features = ['CTRP','CTRP2','Promotion']
    MLR_X_df = MLR_df[X_features]
    MLR_X_df.iloc[0:15, 0:4]

    import numpy as np
    import statsmodels.api as sm
    X = sm.add_constant(MLR_X_df)
    X.iloc[0:15, 0:4]
    Y=MLR_df['Revenue']
    MLR_lm = sm.OLS( Y, X ).fit()
    print( MLR_lm.params )
    MLR_lm.summary2()

    ==============================================
    Variance Inflation Factor (VIF) calculation steps

    import pandas as pd
    MLR_df = pd.read_csv('MLR_MC.csv')
    MLR_df.info()
    MLR_df.iloc[0:15, 0:4]

    X_features = ['CTRP2']
    MLR_X_df = MLR_df[X_features]
    MLR_X_df.iloc[0:15, 0:4]
    import numpy as np
    import statsmodels.api as sm
    X = sm.add_constant(MLR_X_df)
    X.iloc[0:15, 0:4]
    Y=MLR_df['CTRP']
    MLR_lm = sm.OLS( Y, X ).fit()
    print( MLR_lm.params )
    MLR_lm.summary2()

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