5 15 Marks The Sample Covariance Matrix For The Logarithms Of 24 Turtle Measurements Is 11 072 S 10 3 8 019 6 417 8 1 (32.95 KiB) Viewed 32 times
5. (15 marks) The sample covariance matrix for the logarithms of 24 turtle measurements is 11.072 S= 10-3 8.019 6.417 8.16 6.005 6.773 -
Peform a maximum likelihood estimates for an m = 1 factor model. Then using the estimated factor loadings, obtain the maximum likelihood estimates of each of the following (a) Specific variances. (5 marks) (b) Commualities. (5 marks) (c) Proportion of variance explained by the factor. (2 marks) (d) The residual matrix Sn – ÎÊ' – U. (3 marks) Hint: Convert S to Sn.
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