Assume a multiple linear regression y = Bo +B1a1 + 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 I and IV OL.II, III and IV Il and III IV only Olonly

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
icon
Concept explainers
Question
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
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
Expert Solution
steps

Step by step

Solved in 2 steps

Blurred answer
Knowledge Booster
Correlation, Regression, and Association
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, statistics and related others by exploring similar questions and additional content below.
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman