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Question: Why is d = k + 1 for Kaiser and Broken Stick? #11
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I think this is non-standard indeed. It is mentioned in the docstring but might be confusing, I can make the change. |
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I noticed that the ID estimates provided by the
Kaiser
andbroken_stick
methods inid.lPCA
arek + 1
, wherek
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!
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