A) Compute and write the numerical value of the eigenvalue 4 of Σ. This eigenvalue is located in the position (4, 4) of the matrix ▲ and is simultaneously the sample variance of the score PC4: B) Compute and write the percentage of total variability explained by the Principal component PC4. The number you write should be between 0 and 100 and you should include decimals in your answer.
A) Compute and write the numerical value of the eigenvalue 4 of Σ. This eigenvalue is located in the position (4, 4) of the matrix ▲ and is simultaneously the sample variance of the score PC4: B) Compute and write the percentage of total variability explained by the Principal component PC4. The number you write should be between 0 and 100 and you should include decimals in your answer.
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A centered dataset with n = 80 observations and p 5 variables was analysed to reduce its
dimensionality. As part of Principal Component Analysis, the following variance-covariance matrix Σ was
generated
194.202 26.336 15.803 41.983
-1.11
36.289
3.163
-7.056
−1.11
3.163 239.633
19.991
36.289 -7.056 19.991
250.303
993.944
194.202 228.703 -32.782
26.336 -32.782 241.454
15.803
41.983
A) Compute and write the numerical value of the eigenvalue 14 of Σ. This eigenvalue is located in the
position (4,4) of the matrix A and is simultaneously the sample variance of the score PC4:
B) Compute and write the percentage of total variability explained by the Principal component PC4. The
number you write should be between 0 and 100 and you should include decimals in your answer.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F08f364a7-58c9-40cd-a04d-83636aa816ab%2F618011fc-66ce-493a-875b-6269a21eea9e%2Fzk6xk5o_processed.png&w=3840&q=75)
Transcribed Image Text:=
A centered dataset with n = 80 observations and p 5 variables was analysed to reduce its
dimensionality. As part of Principal Component Analysis, the following variance-covariance matrix Σ was
generated
194.202 26.336 15.803 41.983
-1.11
36.289
3.163
-7.056
−1.11
3.163 239.633
19.991
36.289 -7.056 19.991
250.303
993.944
194.202 228.703 -32.782
26.336 -32.782 241.454
15.803
41.983
A) Compute and write the numerical value of the eigenvalue 14 of Σ. This eigenvalue is located in the
position (4,4) of the matrix A and is simultaneously the sample variance of the score PC4:
B) Compute and write the percentage of total variability explained by the Principal component PC4. The
number you write should be between 0 and 100 and you should include decimals in your answer.
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