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Linear Modelinghard
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In a multiple linear regression model Y=β0+β1X1+β2X2+ϵY = \beta_0 + \beta_1 X_1 + \beta_2 X_2 + \epsilonY=β0​+β1​X1​+β2​X2​+ϵ, the Variance Inflation Factor (VIFVIFVIF) for β1\beta_1β1​ is 5. What is the coefficient of determination R12R_1^2R12​ from the regression of X1X_1X1​ on X2X_2X2​?