A principle component can be defined as
$$z = b _ { 1 } X _ { 1 } + b _ { 2 } X _ { 2 } + \ldots + b _ { m } X _ { m }$$
Where the b values
A) explain as much variance in the correlation matrix as possible
B) maximize
C) minimize
D) are orthogonal

Question

A principle component can be defined as
$$z = b _ { 1 } X _ { 1 } + b _ { 2 } X _ { 2 } + \ldots + b _ { m } X _ { m }$$
Where the b values
A) explain as much variance in the correlation matrix as possible 
B) maximize 
C) minimize 
D) are orthogonal

Quizplus · Accepted Answer

z is the linear combination,called a principal component.The principal components methodology determines values for {b₁,b₂,…,b_m} that explain as much variance in the correlation matrix as possible.

A Principle Component Can Be Defined As z=b1X1+b2X2+…+bmXmz = b _ { 1 } X _ { 1 } + b _ { 2 } X _ { 2 } + \ldots + b _ { m } X _ { m }z=b1​X1​+b2​X2​+…+bm​Xm​

A Principle Component Can Be Defined As $z = b _ { 1 } X _ { 1 } + b _ { 2 } X _ { 2 } + \ldots + b _ { m } X _ { m }$