VIF: variance_inflation_factor

[chengjun]

from statsmodels.stats.outliers_influence import variance_inflation_factor
variables = data[['type_num', 'male', 'age', 'job1', 'job2', 'edu', 'income', 'all_freq_log', 
               'freq1_log', 'freq2_log', 'freq3_log', 'freq6_log', 'freq7_log', 'freq13_log', 'freq19_log']]
vif = pd.DataFrame()
vif['VIF'] = [variance_inflation_factor(variables.values,i) for i in range(variables.shape[1])]
vif['features'] = variables.columns
vif