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Prove that the rotated principal components V(r) of Theorem 5.2 no longer successively account for maximum variance.
THEOREM 5.2
Let X = Z(r) PT(r) +δ be a PC model and let X =V(T) QT(r) + δ as in Eq. (5.17). Then
(i) Predicted values and their sum of squares remain unchanged by T.
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