Question: Please solve using R Using the air-pollution variables X], X2, X's, and X6 given in Table 1.5, generate the sample covariance matrix. (a) Obtain the
Please solve using R
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Using the air-pollution variables X], X2, X's, and X6 given in Table 1.5, generate the sample covariance matrix. (a) Obtain the principal component solution to a factor model withm = 1 and m = 2. (b) Find the maximum likelihood estimates of L and Y for m = 1 and m = 2. (c) Compare the factorization obtained by the principal component and maximum like- lihood methods. To obtain the table 1.5, you can google: Table 1.5 Air-Pollution Data Please, solve in R
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