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) |