S3E03: Principal Components Analysis is your PAL
Quantitude
00:00
The Principal Component System Is a Data Reduction Tool
The principal component system is what we refer to as a data reduction tool. It's explaining in some optimal way the variability from the greatest amount of variability all the way down to the drips and drabs. The determinate represents the generalized variance among a set of items. We have to have a determinate that's greater than zero to invert the matrix. If your tenth igan value is zero, there ain't nothing left to combine to get a unique estimate of variants.
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