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Covariance is a quantity used to measure the strength and direction of the linear relationship between two variables. The covariance is unscaled, & thus often difficult to interpret; when scaled by the variables' SDs, it becomes Pearson's correlation coefficient.

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Identifying the coefficients of a principal component

It should go like this: having two items only the pc-factorization guarantees, that on each factor the squares of the item's loadings are equal, so their covariance is $r = a \cdot -a + b \cdot b$ with …
Gottfried Helms's user avatar