The effect of multicollinearity
Using the crab
dataset you will analyze the effects of multicollinearity. Recall that multicollinearity can have the following effects:
- Coefficient is not significant, but variable is highly correlated with \(y\).
- Adding/removing a variable significantly changes coefficients.
- Not logical sign of the coefficient.
- Variables have high pairwise correlation.
Cet exercice fait partie du cours
Generalized Linear Models in Python
Instructions
- Import necessary functions from
statsmodels
library for GLMs. - Fit a multivariate logistic regression model with
weight
andwidth
as explanatory variables andy
as the response. - View model results using
print()
function.
Exercice interactif pratique
Essayez cet exercice en complétant cet exemple de code.
# Import statsmodels
import ____.____ as sm
from ____.____.____ import glm
# Define model formula
formula = '____ ~ ____'
# Fit GLM
model = glm(____, ____ = ____, ____ = sm.____.____).____
# Print model summary
____(____.____)