# Exercise Solution 3.21

- The correlation matrix has determinant |
**ρ**| = .009314. - Based upon item (a),
is multicollinear.**Z** - The eigenvalues λ
_{1}, λ_{2}and λ_{3}are 33.0548, 15.6856 and 0.0759 respectively. The corresponding eigenvectors form the columns of[s1]

- The principal components of
are the normalized eigenvectors of the covariance matrix**Z****Σ**. The eigenvectors we presented for item (c) are normalized, so they are the principal components of_{Z}.**Z** [s2]

[s3]

[s4]

[s5]

[s6]

[s7]