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

question 18

Multiple Choice

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.

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