Which statistics report the presence of multicollinearity in a set of predictors? Explain, using the formula, how

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Which statistics report the presence of multicollinearity in a set of predictors? Explain, using the formula, how this statistic works. Also explain the effect that large and small values of this statistic will have on the standard error of the coefficient.

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Data Mining And Predictive Analytics

ISBN: 9781118868676

2nd Edition

Authors: Daniel T Larose, Chantal D Larose

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