Let the variance covariance matrix of three variables X1, X2 and X3 is given as: ...
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Let the variance covariance matrix of three variables X1, X2 and X3 is given as: Σ o Find eigen values o Find eigen vectors 11 1-2 0 50 0 0 2 -2 o Find proportion of variance that can each principal component have o Check how many principal components can be used suing 80% cumulative percentage o Give principal components from previous point of Y as functions of X o Find correlation ry1x2, ry2x3 o Find confidence intervals of A1, A2 Let the variance covariance matrix of three variables X1, X2 and X3 is given as: Σ o Find eigen values o Find eigen vectors 11 1-2 0 50 0 0 2 -2 o Find proportion of variance that can each principal component have o Check how many principal components can be used suing 80% cumulative percentage o Give principal components from previous point of Y as functions of X o Find correlation ry1x2, ry2x3 o Find confidence intervals of A1, A2
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Related Book For
Microeconomics An Intuitive Approach with Calculus
ISBN: 978-0538453257
1st edition
Authors: Thomas Nechyba
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