How to calculate VIF in python 3.6 with scipy 1.0.0?

Question

I am trying to import

from statsmodels.stats.outliers_influence import variance_inflation_factor

This is working fine upto Scipy 0.19.

But , with Python 3.6.3 ,it's failing due to unavailability of ss module in Scipy 1.0.0.

~\Anaconda3\lib\site-packages\statsmodels\regression\linear_model.py in <module>()
     41 from scipy.linalg import toeplitz
     42 from scipy import stats
---> 43 from scipy.stats.stats import ss
     44 from scipy import optimize
     45 from scipy.stats import chi2

ImportError: cannot import name 'ss'

Can anyone please guide me how to do VIF analysis using Scipy1.0.0 ?

Answer 1

First, ss module is in scipy.stats not scipy.stats.stats as of scipy 0.17. Also, it is deprecated, but you seem to have figured that out.

Second, in the current linear_model.py on github, the ss package is no longer imported:

from scipy.linalg import toeplitz
from scipy import stats
from scipy import optimize

What version is your statsmodels? Sounds like you may need to update it.