The use of the ratio li /tr(XTX) as the proportion of total variance accounted for by the ith sample PC has the defect that it lies in the half-closed interval 1≥li ≥0. Show that the statistic
![](https://test.transtutors.com/qimg/e53f10bd-f079-4ce0-a34f-70e1a219f38e.png)
lies in the interval 1≥v≥0 where s2m , is the largest diagonal element of XTX (Klock and Bannink, 1962).