Match the property of a regression model with its description.

Effect of collinearity on se (b1)

Choose the correct answer below.

A.F-statistic

B.StartFraction s Subscript x 2 Superscript 2 Over VIF left parenthesis Upper X 2 right parenthesis EndFraction s2x2VIFX2

C.Correlation matrix

D.t-statistic for b1

E.b 0

F.Scatterplot matrix

G.s Subscript x 2 Superscript 2 s2x2

H.1R2

I.VIF(X1)

J.1