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PCA is a linear transformation that transforms the data to a new coordinate system such that the greatest variance by any projection of the data comes to lie on the first coordinate (called the first principal component), the second greatest variance on the second coordinate, and so on. The PCA can be used for dimensionality reduction in a dataset while retaining those characteristics of the dataset that contribute most to its variance, by keeping lower-order principal components and ignoring higher-order ones. Such low-order components often contain the "most important" aspects of the data. But this is not necessarily the case, depending on the application. Let p and tn denote respectively the original and reduced number of variables. The original variables are denoted X. In the simplest case our measure of accuracy of reconstruction is the sum ofp squared multiple correlations between X-variables and the predictions of X made froin the factors. In the more general case we can weight each squared multiple correlation by the variance of the corresponding X-variable.
Since we can set those variances ourselves by multiplying scores on each variable,by any constant we choose, this amounts to the ability to assign any weights we choose to the different variables.
mark number of student 0-10 4 10-20 8 20-30 11 30-40 15 40-50 12 50-60 6 calculate frequency distribution
A.The coupon rate of Erie-Chicago Rail is 7%. The interest rate of Florida municipal bond with equal risk is 6%. At what tax rate the two bonds are as good as each other B.Supp
Differentiate between prediction, projection and forecasting.
Old Faithful Geyser in Yellowstone National Park derives its names and fame from the regularity (and beauty) of its eruptions. Rangers usually post the predicted times of eruptions
Canonical correlation analysis (CC) allows the investigation of the relationship between two ,sets of variables. For example, a sociologist may want to investigate the Relationship
regression line drawn as Y=C+1075x, when x was 2, and y was 239, given that y intercept was 11. calculate the residual
Schedule Schedule is also used for the collection of primary data. A schedule is a list of question. it is a device of obtaining answer to the questions in a form which is fill
How vital statistics are affects on our human life
A country''s national accounts are assumed to look as follows: GDP 1180 VAT and taxes 140 Commodity subsidies 60 Raw material and consumables 530 1. Calculate GVA 2. Calculate t
The file Midterm Data.xls has a tab labeled "Many vs. S&P" which presents historical price data for several assets, a volatility condition (VIDX = 1 if the NYSE volatility is grea
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