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MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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
Transcribed Image Text:Assume a multiple linear regression y = Bo + B1 a1+ B2x2 + e. Which statement(s) is(are) true about
the variance inflation factors (VIFS) of the coefficient estimates b1 and b2 ?
I. The VIF of b, is the same as the VIF of b2.
II. VIF will likely be large if X2 is highly positively correlated with X1
II. VIF will likely be large if X2 is highly negatively correlated with X1
IV. VIF will likely be close to 1 if X1 and X2 are independent
O l and IV
1, II, III and IV
Il and III
OIV only
I only
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