I demonstrate how to perform a principal components analysis based on some real data that correspond to the percentage discount/premium associated with nine listed investment companies. Based on the results of the PCA, the listed investment companies could be segmented into two largely orthogonal components.
via Jonathan's starred items in Google Reader http://www.youtube.com/watch?v=CzWEJLoNmLA&feature=youtube_gdata
via Jonathan's starred items in Google Reader http://www.youtube.com/watch?v=CzWEJLoNmLA&feature=youtube_gdata
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