Extract from the 9×15 matrix of centered and standardized variables the 14 independent variables to obtain Z. Do the principal component analysis on this matrix. Explain why only eight eigenvalues are...

Extract from the 9×15 matrix of centered and standardized variables the 14 independent variables to obtain Z. Do the principal component analysis on this matrix. Explain why only eight eigenvalues are nonzero. Describe the composition (in terms of the original variables) of the three principal components that account for the most dispersion. What proportion of the dispersion do they account for? Compare these principal components to those given for the case study using all observations.