Perform principal component analysis on the accompanying data set. a. Use the data with the covariance matrix

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Perform principal component analysis on the accompanying data set.
a. Use the data with the covariance matrix to compute the first two principal components. What are the weights for computing the first principal component scores? What percent of the total variability is accounted for by the first principal component?
b. Use the data with the correlation matrix to compute the first two components. What are the weights for computing the first principal component scores? What percent of the total variability is accounted for by the first principal component?
c. Comment on the differences in the results of parts a and b.

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Business Analytics Communicating With Numbers

ISBN: 9781260785005

1st Edition

Authors: Sanjiv Jaggia, Alison Kelly, Kevin Lertwachara, Leida Chen

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