Suppose a dataset has 3 variables, X₁, X₂ and X3. Each variable is standardized and a principal component analysis is then carried out using the standardized data. (a) Write down the total variance that would result. Justify your answer. (b) Suppose that Kaiser's criterion indicates 2 components should be retained. Write down variances for each of the 3 components that would be compatible with this observation. (c) Sketch a scree plot that indicates only one of the 3 components should be retained. (Note the corresponding variances for the components need not match those you give in part (b).)
Suppose a dataset has 3 variables, X₁, X₂ and X3. Each variable is standardized and a principal component analysis is then carried out using the standardized data. (a) Write down the total variance that would result. Justify your answer. (b) Suppose that Kaiser's criterion indicates 2 components should be retained. Write down variances for each of the 3 components that would be compatible with this observation. (c) Sketch a scree plot that indicates only one of the 3 components should be retained. (Note the corresponding variances for the components need not match those you give in part (b).)
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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