Because they are perfectly inversely correlated and of course the eigenvalue is zero.
Dr. Paul R. Swank,
Professor and Director of Research
Children's Learning Institute
University of Texas Health Science Center-Houston
From: SAS(r) Discussion [mailto:SAS-L@LISTSERV.UGA.EDU] On Behalf Of Paige Miller
Sent: Wednesday, August 12, 2009 2:44 PM
Subject: Re: Principal Component Analysis
On Aug 12, 12:27 pm, Paul.R.Sw...@UTH.TMC.EDU ("Swank, Paul R") wrote:
> The eigenvalue is the variance of the weighted component so it reflects all the measure that are included in the component. Note, for example, that S2 and S4 are perfectly inversely related. Thus the eigenvectors for the fourth component are equal and positive for S2 and S4 which means the variance of the component will be zero.
I'm afraid I can't make any sense out of this last sentence. Two
values of a 4-dimensional eigenvector are equal and positive (I agree
so far); how does that imply the variance of the component
(eigenvalue) is zero?
paige\dot\miller \at\ kodak\dot\com