Which of these statements is not true?

A. If the average variance inflation factor is greater than 1 then the regression model might be biased.
B. Tolerance values above 0.2 may indicate multicollinearity in the data.
C. Multicollinearity in the data is shown by a variance inflation factor (VIF) greater than 10.
D. The tolerance is 1 divided by the VIF.


Answer: B

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