None A centered dataset with n = 85 observations and p = 6 variables was analysed to reduce its dimensionality. As part of Principal Component Analysis, the following variance-covariance matrix Σ wasgenerated399.01949.66 -1.7931.7 8.333 16.58349.66 38.529 -6.952 1.733 2.409 7.873-1.793 -6.952 36.051 12.142 -4.986 2.8411.7 1.733 12.142 37.132 4.093 -0.048.333 2.409 -4.986 -4.093 41.277 -3.75716.583 7.873 2.841 -0.04 -3.75745.062A) Compute and write the numerical value of the eigenvalue 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 youranswer.C) As seen in lectures, the eigenvalue X is related to d, one singular eigenvalue of the data matrix X. Compute and write the value of da.D) A threshold of total variability explained has been set at 80%. How many principal components must you select? Write your answer.

SummaryA) The numerical value of the eigenvalue 𝜆4 of Σ is 37.132.B) The percentage of total…

Answered: A centered dataset with n = 85…

Calculus For The Life Sciences

2nd Edition

ISBN:9780321964038

Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Chapter1: Functions

Section1.2: The Least Square Line

Problem 5E

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