The Variance Inflationary Factor (VIF)measures the
A)correlation of the X variables with the Y variable.
B)correlation of the X variables with each other.
C)contribution of each X variable with the Y variable after all other X variables are included in the model.
D)standard deviation of the slope.

Question

Quizplus · Accepted Answer

VIF measures the correlation between the predictor variables (X variables) in a multiple regression model. A high VIF indicates that there is multicollinearity between the predictor variables, which means that they are highly correlated with each other. Therefore, option B is the correct choice. Options A and C are incorrect as VIF does not measure the correlation of the X variables with the Y variable. Option D is also incorrect as VIF does not measure the standard deviation of the slope.