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The loading vectors of the first two principal components for a particular data set is given in the following table. Variablejj1j21 1 0.530.312 2 0.410.233
The loading vectors of the first two principal components for a particular data set is given in the following table.
Variablejj1j21
1 0.530.312
2 0.410.233
3 0.740.93
Below are the two observations of the original variables. Assume that the means of the variables are all 0.
Observationixi1xi2xi31
1 0.50.340.882
2 0.70.420.36
Approximatex13using the first two principal component scores.
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