Let $R_{j}^{2}$ be the coefficient of determination when we regress the $j$ th regressor on the other

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Let $R_{j}^{2}$ be the coefficient of determination when we regress the $j$ th regressor on the other $k-1$ regressors. Show that the $j$ th variance inflation factor may be expressed as

\[\frac{1}{1-R_{j}^{2}}\]

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Introduction To Linear Regression Analysis

ISBN: 9781119578727

6th Edition

Authors: Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining

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Question Posted: Apr 20, 2024 02:00 PM

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Let $R_{j}^{2}$ be the coefficient of determination when we regress the $j$ th regressor on the other

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Introduction To Linear Regression Analysis

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