Members,
Can anyone provide me (a description or a reference will suffice) with a
convincing argument or demonstration of WHY the first eigenvector-eigenvalue
of the variance-covariance matrix represents the direction and magnitude of
the greatest variability in the "cloud of multivariate data"? I can convince
the students that this is what happens but I can't convince them of the why
this is what happens. Thank you in advance for your help.
Dr. Derek H. Ogle
Northland College
127 Bobb Hall
[EMAIL PROTECTED]
www.northland.edu/dogle/
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