Re: Analyzing Highly Correlated Data

MURPHY@a.cfr.cmu.edu
Tue, 12 Sep 1995 13:22:39 -0400 (EDT)

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In response to Ken's message, finding and displaying the first two principal
components of a two dimensional data set is EXACTLY equivalent to rotating
the axes such that the maximum amount of correlation that can be removed
is removed. Finding principal components is easy - many general purpose
analysis packages have this capability.

Bob Murphy

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