/* answers to assignment 10 */

mat list e, title(eigenvalues of R)

e[1,5]:  eigenvalues
           e1         e2         e3         e4         e5
r1  2.8733126  1.7966619  .21483249  .09993792  .01525512


mat list v, title(eigenvectors of R)

v[5,5]:  eigenvectors
            e1          e2          e3          e4          e5
c1    .3427307   .60162902   .05953213   .20400254   .68950495
c2   .45250626  -.40641655   .68881632  -.35359247   .17483742
c3   .39669593   .54166404   .24794938   .02295984  -.69801601
c4   .55005636    -.077817  -.66408693  -.50037091  -.00013457
c5   .46673772  -.41642849    -.139634   .76318879  -.08239189


mat list L, title(principal component loadings)

L[5,2]:  principal component loadings
            e1          e2
c1    .5809576   .80642124
c2   .76703649  -.54475919
c3   .67243325   .72604441
c4   .93239219  -.10430561
c5   .79116002  -.55817916

mat list h2, title(squared multiple correlations)

symmetric h2[5,5]:  squared multiple correlations
           r1         r2         r3         r4         r5
r1  .96859266
r2          0  .82227255
r3          0          0  .96918152
r4          0          0          0  .78571828
r5          0          0          0          0  .84700768

mat lis R1, title(reduced correlation matrix)

symmetric R1[5,5]:  reduced correlation matrix
           r1         r2         r3         r4         r5
r1  .96859266
r2     .00975  .82227255
r3     .97245     .15428  .96918152
r4     .43887     .69141     .51472  .78571828
r5     .02241     .86307     .12193     .77765  .84700768

mat list e, title(eigenvalues of R1)

e[1,5]:  eigenvalues of R1
            e1          e2          e3          e4          e5
r1   2.7342939   1.7160662   .03954898  -.02452476  -.07261163


mat list v, title(eigenvectors of R1)

v[5,5]:  eigenvectors of R1
            e1          e2          e3          e4          e5
c1   .37817108    .5848972  -.22020304    .6829015  -.00616909
c2   .43160772  -.42378974   .63783521   .32649216  -.34739911
c3    .4320836   .51859407   .45197248   -.5356222   .23063759
c4   .53157268  -.12097132   -.5379757  -.36898686  -.52652376
c5   .44881584  -.44127503  -.22578726    .0632927   .74084738


mat list L, title(factor loadings)

L[5,2]:  factor loadings
            e1          e2
c1   .62533237   .76620779
c2    .7136936  -.55515909
c3    .7144805   .67935154
c4   .87899265  -.15847087
c5   .74214842  -.57806461