Question: please provide answer to below question A logical progression of symbolic manipulation that leads to a correct and rigorous proof is presented. Recall the principal-component

please provide answer to below question

A logical progression of symbolic manipulation that leads to a correct and rigorous proof is presented.

please provide answer to below question A logical
Recall the principal-component regression model y = Za + (, where Z = XT, a = T'B, T'X'XT = Z'Z = A. 1. Show that if X'X is in correlation form, A is the diagonal matrix of eigenvalues of X'X, and T is the corresponding matrix of eigenvectors, then the variance inflation factors are the main diagonal elements of TA-IT'

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