Question
Consider the following statements about VIFs and choose the **incorrect** one. A. If all the predictors are completely uncorrelated with each other, all VIFs would
Consider the following statements about VIFs and choose the **incorrect** one.
A. If all the predictors are completely uncorrelated with each other, all VIFs would be 1.
B. If a predictor can be totally explained by other remaining predictors, the corresponding VIF would be infinite.
C. VIF gives a sense of the effect of collinearity: "standard error for coefficient of a predictor j is sqrt(vifj) times larger than it would have been without collinearity"
D. A VIF of 0.9 indicates that there is a negative correlation between the corresponding predictor and other remaining predictors.
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