{"action":"created","issue":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2380","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2380/labels{/name}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2380/comments","events_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2380/events","html_url":"https://github.com/statsmodels/statsmodels/pull/2380","id":72265460,"number":2380,"title":"ENH: measures for multicollinearity","user":{"login":"josef-pkt","id":440735,"avatar_url":"https://avatars.githubusercontent.com/u/440735?v=3","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"labels":[{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/comp-stats","name":"comp-stats","color":"ededed"},{"url":"https://api.github.com/repos/statsmodels/statsmodels/labels/type-enh","name":"type-enh","color":"99ffff"}],"state":"open","locked":false,"assignee":null,"milestone":{"url":"https://api.github.com/repos/statsmodels/statsmodels/milestones/9","html_url":"https://github.com/statsmodels/statsmodels/milestones/0.8","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/milestones/9/labels","id":930392,"number":9,"title":"0.8","description":"","creator":{"login":"josef-pkt","id":440735,"avatar_url":"https://avatars.githubusercontent.com/u/440735?v=3","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"open_issues":97,"closed_issues":2,"state":"open","created_at":"2015-01-11T13:17:39Z","updated_at":"2015-04-30T19:54:05Z","due_on":null,"closed_at":null},"comments":9,"created_at":"2015-04-30T19:54:05Z","updated_at":"2015-05-02T01:35:12Z","closed_at":null,"pull_request":{"url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2380","html_url":"https://github.com/statsmodels/statsmodels/pull/2380","diff_url":"https://github.com/statsmodels/statsmodels/pull/2380.diff","patch_url":"https://github.com/statsmodels/statsmodels/pull/2380.patch"},"body":"additional measures for multicollinearity and enhanced variance inflation factor\r\n\r\nrelevant issues\r\n\r\n#2376  treatment of constant for variance inflation factor\r\n#1669 vif for ridge regression, base for non-loop calculation\r\n#2157 general request for multicollinearity measures\r\n\r\nrelated issues\r\n\r\n#1744 diagnostic messages including multicollinearity\r\n#2062 use reduced column space for singular design matrices, I started to work on this with `fit_transformed` `fit_constrained` pattern\r\n#1534 partially related for dropping singular, perfectly collinear columns\r\n\r\n\r\nNote:\r\nDefinition of \"perfect collinearity\" and \"singular\", \"reduced rank\" design matrices are subject to floating point noise and have different thresholds. see #1662\r\n\r\n"},"comment":{"url":"https://api.github.com/repos/statsmodels/statsmodels/issues/comments/98278285","html_url":"https://github.com/statsmodels/statsmodels/pull/2380#issuecomment-98278285","issue_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2380","id":98278285,"user":{"login":"coveralls","id":2354108,"avatar_url":"https://avatars.githubusercontent.com/u/2354108?v=3","gravatar_id":"","url":"https://api.github.com/users/coveralls","html_url":"https://github.com/coveralls","followers_url":"https://api.github.com/users/coveralls/followers","following_url":"https://api.github.com/users/coveralls/following{/other_user}","gists_url":"https://api.github.com/users/coveralls/gists{/gist_id}","starred_url":"https://api.github.com/users/coveralls/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/coveralls/subscriptions","organizations_url":"https://api.github.com/users/coveralls/orgs","repos_url":"https://api.github.com/users/coveralls/repos","events_url":"https://api.github.com/users/coveralls/events{/privacy}","received_events_url":"https://api.github.com/users/coveralls/received_events","type":"User","site_admin":false},"created_at":"2015-05-02T01:35:11Z","updated_at":"2015-05-02T01:35:11Z","body":"\n[![Coverage Status](https://coveralls.io/builds/2470453/badge)](https://coveralls.io/builds/2470453)\n\nCoverage increased (+0.06%) to 83.97% when pulling **4403101523b412b2d7ade23462fdb4aaf3d19ffc on josef-pkt:multicollinearity** into **a1f53b04f605341647a02ba452d8b2247c50c9a7 on statsmodels:master**.\n"}}