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A package to preprocess data, fit models, and calculate VIF for Panel Data Regression

Project description

OLS_pipeline

A Python package to preprocess data, fit models, and calculate VIF.

Installation

You can install the package using pip:

Usage

import OLS_pipeline.pipeline as OLS_pipe

data_path = "path/to/your/data.csv"

dependent_var = 'Target'
independent_vars = ['Feature1','Feature2']
normalize_cols = ['Feature3', 'Feature4', 'Feature5']
weight_dict = {'Normalized_F3': 0.4, 'Normalized_F4': 0.2, 'Normalized_F5': 0.4}
#Note Normalized_F3=Feature 3 which you input in normalized_cols and weights should be summed up to 1
interaction_pairs = [('Feature_x', 'Feature_y')]#Dot product of both the features

results = OLS_pipe.pipeline(data_path, dependent_var, independent_vars, normalize_cols, weight_dict, interaction_pairs)
fixed_effects_results, random_effects_model, vif_data = results 

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