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Question: Why is d = k + 1 for Kaiser and Broken Stick? #11

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danlurie opened this issue Mar 1, 2022 · 1 comment
Open

Question: Why is d = k + 1 for Kaiser and Broken Stick? #11

danlurie opened this issue Mar 1, 2022 · 1 comment

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@danlurie
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danlurie commented Mar 1, 2022

I noticed that the ID estimates provided by the Kaiser and broken_stick methods in id.lPCA are k + 1, where k is the number of components to be kept according to the most commonly used implementations of these rules (i.e. keep only components with an eigenvalue > 1 [Kaiser], or keep only components with greater than expected explained variance [broken stick]).

I'm wondering what the thinking was behind this choice, and if there are any papers I can cite justifying this modification.

Thanks!

@j-bac
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j-bac commented Apr 1, 2022

I think this is non-standard indeed. It is mentioned in the docstring but might be confusing, I can make the change.
There are some alternative/modified versions of Kaiser, e.g. https://journals.plos.org/ploscompbiol/article?id=10.1371/journal.pcbi.1008591

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