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. Author manuscript; available in PMC: 2008 Jun 23.
Published in final edited form as: Psychol Methods. 2002 Dec;7(4):403–421. doi: 10.1037//1082-989X.7.4.403

Table 9.

Eigenvalues of Σ̂ and of S

Data type and covariance matrix 1 2 3 4 5 6 7 8
Empirical
 Σ̂ 4.189 3.240 0.251 0.117 0.088 0.086 0.018 0.011
 S 4.192 3.247 0.307 0.102 0.079 0.056 0.010 0.007
Artificial
 Σ̂ 2.961 1.372 0.961 0.835 0.761 0.712 0.247 0.151
 S 2.959 1.378 1.028 0.786 0.742 0.712 0.244 0.151