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Suppose that the random variables Z Z and Z3 have the sample cor relation matrix...

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Suppose that the random variables Z Z and Z3 have the sample cor relation matrix R 1 1 5 1 4 1 5 1 1 3 1 4 1 3 1 i Find the exact one factor solution for the correlation matrix R and write down the factor loadings and specific variances for the one factor model 9 ii Use the principal component method to calculate the factor loadings and specific variances of the two factor solution for R 9

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