HW 2 STA 4702 5701

HW 2 STA 4702 5701 - STA 4702/5701 Applied Multivariate...

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Unformatted text preview: STA 4702/5701 Applied Multivariate Analysis Homework #2 Due 28 January 2009 at the start of class 1. Problem 4.8, page 125 of Lattin, Carroll, and Green a. do all parts (a, b, c) using the correlation matrix of X d. Repeat parts a and b using the covariance matrix of X instead of the correlation matrix i. Do your answers change? ii. How? iii. Why? iv. Would you recommend the covariance matrix or the correlation matrix? Explain e. Construct a correlation matrix of the first 3 principal component scores (Prin1, Prin2, Prin3) from part a with the X1 to X8 variables. i. Interpret the principal components in light of these loadings. Please attach the code you used and the output to your answers. DO NOT WRITE YOUR ANSWERS ON THE OUTPUT. The output is the verification of the methods used and should appear as an appendix to your solutions. Of course, in your answers you can cite a table or section of output as needed so that you do not have to copy it into the solutions. ...
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