Which of These Statements Is Not True

Multiple Choice

Which of these statements is not true?

A) If the average variance inflation factor is greater than 1, the regression model might be biased.
B) Tolerance values above 0.2 may indicate multicollinearity in the data.
C) Multicollinearity in the data is shown by a VIF (variance inflation factor) greater than 10.
D) The tolerance value is calculated by 1 / VIF (variance inflation factor)