Homework 3 - Applied Multivariate Analysis | STAT 636, Assignments of Descriptive statistics

Material Type: Assignment; Class: APPLIED MULTIVARIATE ANLY; Subject: STATISTICS; University: Texas A&M University; Term: Unknown 1989;

Typology: Assignments

Pre 2010

Uploaded on 02/10/2009

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HOMEWORK #3
Using the data in RRH-SWEAT DATA use PROC IML in SAS to perform the following
computations
1. Compute the sample mean vector , the sample covariance matrix, and the x
-^
D
DD
D
sample correlation matrix, V
VV
V
^.
2. compute the eigenvalues and eigenvectors of V
VV
V
^.
3. Compute the principal component scores based on both the covariance matrix
and the correlation matrix
DUE DATE SEPTEMBER 28

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HOMEWORK

Using the data in RRH-SWEAT DATA use PROC IML in SAS to perform the following

computations

  1. Compute the sample mean vector x , the sample covariance matrix, and the

- ^

DDDD

sample correlation matrix, VVVV

^

  1. compute the eigenvalues and eigenvectors of VVVV

^

3. Compute the principal component scores based on both the covariance matrix

and the correlation matrix

DUE DATE SEPTEMBER 28