Exercise 14.5.7. Assume a two-factor model with = 0.15 0.00 0.05 0.00 0.20 0.01
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Exercise 14.5.7. Assume a two-factor model with
Σ =
⎡
⎣
0.15 0.00 0.05 0.00 0.20 −0.01 0.05 −0.01 0.05
⎤
⎦
and B =
0.3 0.2 0.1 0.2 −0.3 0.1
.
What isΨ? What are the communalities?
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