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An Independent Variable X_j Is Considered Highly Correlated with the Other

Question 12

Multiple Choice

An independent variable X_j is considered highly correlated with the other independent variables if

A) VIF_j < 5.
B) VIF_j < VIF_i for i ≠ j.
C) VIF_j > VIF_ifor i ≠ j
D) VIF_j > 5.

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