a. The correlation matrix has determinant
b. Based upon item (a), Z is multicollinear. c. The eigenvalues
d. The principal components of Z are the
normalized eigenvectors of the covariance matrix
e.
f.
g.
[Return]
|
a. The correlation matrix has determinant
b. Based upon item (a), Z is multicollinear. c. The eigenvalues
d. The principal components of Z are the
normalized eigenvectors of the covariance matrix
e.
f.
g.
[Return]
|
= .009314. 
are 33.0548, 15.6856 and 0.0759 respectively. The corresponding eigenvectors
form the columns of
.
The eigenvectors we presented for item (c) are normalized, so they are the
principal components of Z.
