Docsity
Docsity

Prepare for your exams
Prepare for your exams

Study with the several resources on Docsity


Earn points to download
Earn points to download

Earn points by helping other students or get them with a premium plan


Guidelines and tips
Guidelines and tips

Stat 776 Homework Solution 3: SSCP, CSSCP, S, X and R Calculation for Given Data Sets - Pr, Assignments of Data Analysis & Statistical Methods

Solutions to problems 1 and 3 from stat 776 homework 3. The problems involve calculating sscp (sample sum of squared and centered products), csscp (centered sample sum of squared products), s (covariance matrix), x (data matrix), and r (correlation matrix) for given data sets. The solutions are based on the 5th edition of the textbook, specifically pages 145 and 146 for problem 1 and page 469 for problem 3.

Typology: Assignments

Pre 2010

Uploaded on 08/18/2009

koofers-user-hzy
koofers-user-hzy 🇺🇸

10 documents

1 / 1

Toggle sidebar

This page cannot be seen from the preview

Don't miss anything!

bg1
Stat 776 HW03
1. Express E(SSCP) through n,µand Σ.
2. Suppose X(1) =
1
3
2
, X(2) =
2
4
2
, X(3) =
5
2
3
from the data
in 3.6 p145 [5th edition: 3.6 p146]. Note that the data matrix in the book
and that in the lecture are transposed each other.
(a) Find SSCP
(b) Find CSSCP
(c) Find S
(d) Find X
(e) Find R
3. For the following problems use data set in 8.10 p473 [5th edition: 8.10
p469]. Keep 4 digits after the decimal point for your results.
(a) Construct Sand find first 3 sample principal components
(b) Determine the proportion of the total sample variance explained by
the first three principal components.
1

Partial preview of the text

Download Stat 776 Homework Solution 3: SSCP, CSSCP, S, X and R Calculation for Given Data Sets - Pr and more Assignments Data Analysis & Statistical Methods in PDF only on Docsity!

Stat 776 HW

  1. Express E(SSCP) through n, μ and Σ.
  2. Suppose X(1)^ =

 , X(2)^ =

 , X(3)^ =

 (^) from the data

in 3.6 p145 [5th edition: 3.6 p146]. Note that the data matrix in the book and that in the lecture are transposed each other. (a) Find SSCP (b) Find CSSCP (c) Find S (d) Find X (e) Find R

  1. For the following problems use data set in 8.10 p473 [5th edition: 8. p469]. Keep 4 digits after the decimal point for your results. (a) Construct S and find first 3 sample principal components (b) Determine the proportion of the total sample variance explained by the first three principal components.