Lösung zu Übungsblatt 4

Transcrição

Lösung zu Übungsblatt 4
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mat MEig=g(11 /* speichern der rigenvektoren (gamma)*/
mat MEV=€(rv)
/*
spe'i che
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sum 1 ength
Variable
length
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200
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seite
2
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213.8
0. 0000
0.0000
MAX
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3
Bank. I og
. scalar lvar=r(var) /* speichern der Varianz der Ldnge*/
.
scal
ar
rho=MEi g [1, 1] * (rqrv [1, 1]
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.
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von rho(xl, ,yL)"
^,^^
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mat UMat=l(5,1-,0)
mat pMat=J (5,1,0)
local lnbar=MEV[1,6]
local sumln=ln(urv[1,6])
forvalues k=2/6 {
local
2.
O*r-t,-r,^^ o\
k' ) ) o (exp ('1 npar ')+(L/ (' (.' :1) ) *MEV [1, 6- k'+1-] ) )
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n=' suinl n '+l n (tttEv [1, 6-' k'+1] )
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3.
mat UMat[-k'-1,1]=(200-(2't6+11)l6)o('k'*'lnbar'-'sumln' ;}
4.
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1]
mat
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. matlist uMat
I
r1
r2
r3
r4
r5
cl-
910. 8444
973.9544
996. 9272
1067. 311430.L77
luR.
. matlist pMat
I
c1
r1
1-.6e-1-98
r4
r5
5.6e-21-9
3 .8e-291-
r2
r3
2 .6e-208
7 .9e-209
I
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) ';t
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seite
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LRtestforindependence:chi2(].5)=5LL.57prob>
prob
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* 7.2,2 screeol ot
. screeolot.
scheme(s2mono)
ci
mean
i"iarpretiris an asymptotic
i.iitiifi'ii'"d;iil;ti;
of a correlation matrix)
iigenvalues
. oraoh save scree2, rePlace
(file' scree2.gph saved)
- o t.Z.l vorhersaqe der lauptkomponenten
. toiainqpiot, sih6me(s2mono) factors(6) combined
. qraph save loadinq, rePlace
(fi] e l oadi nq. gph saved)
, scoreplot, scheme(s2mono) factors(6) combined
. qraph save score, rePlace
(file score.gph saved)
.
Ioo
- cl ose
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: text
cloied'bn: 18 lun 20i-l- ' 14:06:28
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seite
5
theory-based confidence
interval of

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