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. Author manuscript; available in PMC: 2011 Mar 23.
Published in final edited form as: Ann Stat. 2010 Jan 1;38(6):3605–3629. doi: 10.1214/10-AOS821

Table 1.

Cosine angle estimates of eigenvectors and PC scores based on 1000 simulations. “Angle” indicates the theoretical asymptotic cos (angle), “Estimate1” indicates the empirical cos(angle) estimator, ‘Estimate2” indicates the asymptotic cos(angle) estimator. For each estimator, each entry represents mean of 1, 000 simulation results with standard error in parentheses.

γ n PC 1
PC 2
Angle Angle Estimate1 Angle Estimate2 Angle Angle Estimate1 Angle Estimate2
Eigenvectors
1 100 0.93 0.93(0.013) 0.91(0.027) 0.82 0.81(0.053) 0.80(0.052)
200 0.93(0.009) 0.92(0.014) 0.81(0.030) 0.81(0.032)
20 100 0.70 0.69(0.037) 0.70(0.031) 0.51 0.50(0.053) 0.50(0.058)
200 0.69(0.023) 0.70(0.022) 0.51(0.036) 0.51(0.041)
100 100 0.53 0.53(0.034) 0.53(0.031) 0.37 0.35(0.043) 0.35(0.047)
200 0.53(0.024) 0.53(0.024) 0.36(0.029) 0.36(0.033)
500 100 0.38 0.38(0.029) 0.38(0.028) 0.25 0.24(0.033) 0.24(0.037)
200 0.38(0.020) 0.38(0.020) 0.25(0.021) 0.25(0.024)

PC Scores
1 100 0.99 0.99(0.004) 0.98(0.016) 0.94 0.93(0.036) 0.91(0.048)
200 0.99(0.003) 0.99(0.006) 0.94(0.019) 0.93(0.024)
20 100 0.98 0.97(0.083) 0.98(0.008) 0.89 0.86(0.105) 0.87(0.055)
200 0.97(0.055) 0.98(0.005) 0.88(0.073) 0.88(0.036)
100 100 0.97 0.97(0.079) 0.97(0.009) 0.88 0.85(0.109) 0.86(0.060)
200 0.97(0.058) 0.97(0.006) 0.86(0.076) 0.87(0.039)
500 100 0.97 0.96(0.084) 0.97(0.010) 0.87 0.83(0.117) 0.84(0.069)
200 0.96(0.058) 0.97(0.007) 0.86(0.076) 0.86(0.038)