Which of the following regarding the determinant of the R-matrix, denoted |R|, is false?
A)The determinant is related to eigenvalues and eigenvectors, but instead of describing the height and width of the data it describes the overall area.
B)The determinant tells us whether the correlation matrix is singular, or if all variables are completely unrelated, or somewhere in between.
C)The determinant of the R-matrix should be less than .00001.
D)The determinant can be used to detect multicollinearity in a data set.

Question

Quizplus · Accepted Answer

It is not true that the determinant of the R-matrix should be less than .00001. The value of the determinant depends on the specific data set and cannot be generalized in this way. Choices A, B, and D are true statements about the determinant of the R-matrix.

Which of the Following Regarding the Determinant of the R-Matrix