(b) Consider the covariance matrix 9-1 =(,1) for random variables -1 4 X and X 2...

 

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(b) Consider the covariance matrix 9-1 Σ=(²,1) for random variables -1 4 X₁ and X₂ 2 (i) Give a table showing eigenvalue, percent of variance and cumulative percent for both Σ and p (ii) Compute the matrix of factor loadings for the covariance matrix (iii) Compute the correlations Py₁z, and PY₁,229 result. and comment on your (b) Consider the covariance matrix 9-1 Σ=(²,1) for random variables -1 4 X₁ and X₂ 2 (i) Give a table showing eigenvalue, percent of variance and cumulative percent for both Σ and p (ii) Compute the matrix of factor loadings for the covariance matrix (iii) Compute the correlations Py₁z, and PY₁,229 result. and comment on your