Appendix 2b.
Eigenvalues of the reduced correlation matix and proportion of variance explained.
| Number of Factors | Eigenvalue | Proportion of variance explained due to factor(s) | Cumulative proportion of variance explained due to factor(s) |
|---|---|---|---|
|
| |||
| 1 | 6.93836946 | 0.6078 | 0.6078 |
| 2 | 4.47754588 | 0.3922 | 1 |
| 3 | 0.55281134 | 0.0484 | 1.0484 |
| 4 | 0.2347888 | 0.0206 | 1.069 |
| 5 | 0.11564062 | 0.0101 | 1.0791 |
| 6 | 0.07989073 | 0.007 | 1.0861 |
| 7 | −0.02620831 | −0.0023 | 1.0838 |
| 8 | −0.06348411 | −0.0056 | 1.0783 |
| 9 | −0.12619952 | −0.0111 | 1.0672 |
| 10 | −0.13120061 | −0.0115 | 1.0557 |
| 11 | −0.22795876 | −0.02 | 1.0357 |
| 12 | −0.40808045 | −0.0357 | 1 |
Note: Factor loadings are derived from the orthogonal rotation.