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Variance Inflation Factor

Asteroid

In Linear regression (multiple), I am using predictor variables that I know are corelated. Now to understand their effect on the model I wanted to look at VIF. Please guide how to get VIF in Alteryx and also if there are other/better ways to assess impact of multicolinearity on the model.

Alteryx
Alteryx

Hi Ashish,

 

Attached is a yxzp file that contains an example module where a model is run and the (G)VIFs are calculated and appended onto the Report that comes out of (in this case) a logistic regression tool. For continuous variables a traditional VIF (variance inflation factors) is reported, for categorical variables the Generialized Variable Inflation Factors of Fox and Monette are reported. Once you extract the workflow, the workhorse macro (vif.yxmc) will be in a folder called vif_example.

 

Dan

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Alteryx
Alteryx

A quick follow on, the vif.yxmc macro will work wfor models created with the Linear, Logistic, Count, and Gamma Regression tools.

Asteroid

Thanks a lot DrDan! Really helpful!. 

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