Question: +Show that Equation 13.7 (page 358) applied to the correlation matrix of the least-squares regression coefficients, computed from the coefficient covariance matrix S2 EX0 X

+Show that Equation 13.7 (page 358) applied to the correlation matrix of the least-squares regression coefficients, computed from the coefficient covariance matrix S2 EðX0 XÞ

, produces the same generalized variance-inflation factor as when it is applied to the correlation matrix of the Xs.

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