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  • According to Everitt et al. (2001), principal component analysis is a method for transforming the variables in a multivariate data set x1, x2, ---, xp, into new variables, y1, y2,---, yp which are uncorrelated with each other and account for decreasing proportions of the total variance of the original variables defined as: y1 = a11 x1 + a12 x2 + ------------------ + a1p xp y2 = a2 x1 + a22 x2 + --
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