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FIGURE 6.7 Scree plot of the pro-
portion of variance described by each
PC for the squirrel jaw data set. Arrow
indicates the inflection point.
0.0012
0.0010
0.0008
0.0006
0.0004
0.0002
0.0000
0
10
20
30
Ordinal number of principal component
FIGURE 6.8 Scatter plot showing scores
on the first two PCs for the sample of 31
squirrel jaws shown in Figure 6.6 .
0.04
0.02
0.00
0.02
0.04
0.08
0.06
0.04
0.02
0.00
0.02
PC1
eigenvalues are equal to each other. In other words, the variation described by these com-
ponents cannot be distinguished from random variation. The eigenvalues are numbered
from Q
R , where Q is a function of P (the total number of eigenvalues) and R
(the number of the particular components of interest) such that Q
1
1to Q
1
P
R . Anderson
5
2
2
χ
(1958) derived a
statistic based on the likelihood-ratio criterion to test the hypothesis
that the Q
1 eigenvalue is not distinct from the higher numbered eigenvalues:
1
!
NR ln P j 5 Q 1 1 λ
N X
N
j
2
χ
ln
λ j 1
(6.36)
52
R
j
5
Q
1
1
where N is the sample size minus one. When N is large, the degrees for freedom are
( 1
2 R ( R
1)
1)
( d.f.
2when R
2).
In the special case where Q
R
P ,
the test
1
2
5
5
1
5
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