The following table is the correlation matrix of three Physi

The following table is the correlation matrix of three Physical Measurement variables in the human population based on a sample of n = 256 cases (height, arm span, chest girth). Find and interpret the Principal components. Table: Three Physical Measurement variables

Solution

There is a strong positive correlation between arm span and height which is 0.846.
Arm span explains 71.6% of the variation in height.

There is a weak positive correlation between chest girth and height which is 0.301.
Chest girth explains 9.1% of the variation in height.

There is a weak positive correlation between chest girth and arm span which is 0.277.
Chest girth explains 7.7% of the variation in arm span.