Linear Modelinghard
0:00.0

In a regression, the variance inflation factor (VIFVIF) for βj\beta_j is given by VIFj=11Rj2VIF_j = \frac{1}{1-R_j^2}. If VIFj=5VIF_j = 5, what is the R2R^2 of regressing XjX_j on all other predictors?