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. Multicollinearity in the data is shown by a VIF (variance inflation factor) greater than 10.
C. Tolerance values above 0.2 may indicate multicollinearity in the data.
D. The tolerance is 1 divided by the VIF (variance inflation factor).
Answer: C
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Indicate whether the statement is true or false