The presence of multicollinearity can be detected in a regression model using the ______.
A)variance inflation factor
B)coefficient of determination
C)standard error of the regression coefficient
D)adjusted coefficient of determination

Question

Quizplus · Accepted Answer

The Variance Inflation Factor (VIF) is specifically designed to detect the presence of multicollinearity in a regression model by quantifying how much the variance of an estimated regression coefficient increases due to multicollinearity.

The Presence of Multicollinearity Can Be Detected in a Regression