An independent variable Xⱼ is considered highly correlated with the other independent variables if A) VIFⱼ 5. C) VIFⱼ VIFᵢ for i ≠ j.

Name: An independent variable Xⱼ is considered highly correlated with the other independent variables if A) VIFⱼ 5. C) VIFⱼ VIFᵢ for i ≠ j.
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Question

An independent variable Xⱼ is considered highly correlated with the other independent variables if A) VIFⱼ < 5. B) VIFⱼ > 5. C) VIFⱼ < VIFᵢ for i ≠ j. D) VIFⱼ > VIFᵢ for i ≠ j.

Quizplus · Accepted Answer

A variable is considered highly correlated with other variables if its Variance Inflation Factor (VIF) is greater than 5, indicating multicollinearity.

An Independent Variable Xⱼ Is Considered Highly Correlated with the Other