Question: Show that if X X is in correlation form, is the diagonal matrix of eigenvalues of X X , and T is

Show that if X ′ X is in correlation form, Λ is the diagonal matrix of eigenvalues of X ′ X , and T is the corresponding matrix of eigenvectors, then the variance infl ation factors are the main diagonal elements of T Λ− 1 T ′ .

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