3. Let [x] 1 0.83 0.78 X = X2, = 0.83 1 0.67 X3 [0.78 0.67 1 where is the dispersion matrix of X. Does one factor model
Posted: Wed May 11, 2022 8:35 am
- 3 Let X 1 0 83 0 78 X X2 0 83 1 0 67 X3 0 78 0 67 1 Where Is The Dispersion Matrix Of X Does One Factor Model 1 (13.78 KiB) Viewed 20 times
step by step solution needed
I will vote your answer
3. Let [x] 1 0.83 0.78 X = X2, = 0.83 1 0.67 X3 [0.78 0.67 1 where is the dispersion matrix of X. Does one factor model holds for X? If yes, then find the factor loadings.