Question: 11.6. (Sec. 11.2) lntraclass correlation. Let where E = (1, ... , 1)'. Show that for p > 0, the largest characteristic root is u
11.6. (Sec. 11.2) lntraclass correlation. Let
![[(1 p)+ PEE'],](https://dsd5zvtm8ll6.cloudfront.net/images/question_images/1730/9/8/1/080672cacd8495961730980871016.jpg)
where E = (1, ... , 1)'. Show that for p > 0, the largest characteristic root is u 2[1 + (p -1)p] and the corresponding characteristic vector is E. Show that if E' x = 0, then x is a characteristic vector corresponding to the root u 2(1 - p).
Show that the root u 2(1 - p) has multiplicity p - 1.
[(1 p)+ PEE'],
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
