请解释一下 看不懂 谢谢

问题如下：

In a model with two explanatory variables,:

what does the correlation need to be between the two regressors, X1 and X2, for the variance inflation factor to be above 10?

选项：

A.

between 0.948 and 1.0

B.

between -0.948 and 0

C.

between 0 and 0.948

D.

between -0.9 and 0

解释：

The variance inflation factor is, where Rj² measures how well variable j is explained by the other variables in the model. Here there are two variables,

and so Rj2 =ρ²x1x2.

The variance inflation factor of 10 solves to:

10 = 1/(1-ρ2x1x2), so that (1-ρ2x1x2) = 1/10, ρ2x1x2=0.9.

Correlations greater than (in absolute value) sqrt(0.9)≈0.948 would produce values of the variance inflation factor above 10.