Show that if \(\mathbf{X}^{\prime} \mathbf{X}\) is in correlation form, \(\boldsymbol{\Lambda}\) is the diagonal matrix of eigenvalues of \(\mathbf{X}^{\prime} \mathbf{X}\), and \(\mathbf{T}\) is the corresponding matrix of eigenvectors, then the variance inflation factors are the main diagonal elements of \(\mathbf{T} \mathbf{\Lambda}^{-1} \mathbf{T}^{\prime}\).