Question: A linear regression model y = 63% + [32932 + e is t to a dataset, and the VIF for 351 is found to be

A linear regression model y = 63% + [32932 + e is t to a dataset, and the VIF for 351 is found to be 6. What does this mean? (a) The variance of :51 is 6 times as large as the variance of 3:2. (b) The variance of [91 is 6 times as large as the variance of 5'2. (c) The variance of 31 is 6 times as large as it would have been if the predictors were independent. (d) The variance of 5'1 is 6 times as large as it would have been if the predictors were normally distributed

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