The proportion of total variance accounted

Reference no: EM131059934

The use of the ratio l_i/tr(X^TX) as the proportion of total variance accounted for by the ith sample PC has the defect that it lies in the half-closed interval 1≥l_i ≥0. Show that the statistic

lies in the interval 1≥v≥0 where s²_m , is the largest diagonal element of X^TX (Klock and Bannink, 1962).

Reference no: EM131059934

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