Federico Paset: Regression, correlation, and principal component analysis. Ferrara 2003. Original title: Regressione, correlazione e analisi delle componenti principali.

REGRESSION AND CORRELATION OF TWO VARIABLES Introduction The data matrix The helpful vector e Geometric and statistical normalization The regression line The regression line in statistics The correlation coefficient Partial correlation PRINCIPAL AXES A notation in linear algebra Bilinear forms Orthosymmetry Orthogonal geometry of a symmetric bilinear form Orthogonal projections in an anisotropic space Symmetric operators Autometries The spectral theorem Courant's theorem Principal component analysis REFERENCES