| Nr. of factors | Prop. expl. var. |
Bootstrap CI
|
Fieller CI
|
RMSE | RRMSE | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Lower | Upper | Width | Coverage (%) | Lower | Upper | Width | Coverage (%) | ||||
| Setting: MAR | |||||||||||
| 1.000 | 0.282 | 0.265 | 0.394 | 0.129 | 0.794 | 0.216 | 0.366 | 0.150 | 1.000 | 0.021 | 0.076 |
| 2.000 | 0.506 | 0.491 | 0.618 | 0.127 | 0.832 | 0.446 | 0.588 | 0.143 | 0.998 | 0.021 | 0.041 |
| 3.000 | 0.685 | 0.666 | 0.770 | 0.104 | 0.942 | 0.637 | 0.748 | 0.111 | 1.000 | 0.018 | 0.026 |
| 4.000 | 0.804 | 0.793 | 0.866 | 0.074 | 0.903 | 0.773 | 0.850 | 0.077 | 0.996 | 0.013 | 0.016 |
| 5.000 | 0.890 | 0.880 | 0.927 | 0.047 | 0.966 | 0.871 | 0.917 | 0.047 | 0.999 | 0.009 | 0.010 |
| 6.000 | 0.936 | 0.931 | 0.960 | 0.029 | 0.965 | 0.925 | 0.953 | 0.028 | 0.997 | 0.006 | 0.006 |
| 7.000 | 0.962 | 0.961 | 0.978 | 0.017 | 0.891 | 0.957 | 0.974 | 0.017 | 0.989 | 0.004 | 0.004 |
| 8.000 | 0.981 | 0.979 | 0.989 | 0.009 | 0.980 | 0.978 | 0.987 | 0.008 | 0.985 | 0.003 | 0.003 |
| 9.000 | 0.987 | 0.988 | 0.993 | 0.006 | 0.852 | 0.986 | 0.991 | 0.005 | 0.988 | 0.002 | 0.002 |
| 10.000 | 0.992 | 0.992 | 0.996 | 0.004 | 0.701 | 0.991 | 0.995 | 0.004 | 0.982 | 0.002 | 0.002 |
| 11.000 | 0.995 | 0.996 | 0.998 | 0.002 | 0.399 | 0.995 | 0.997 | 0.002 | 0.936 | 0.001 | 0.001 |
| 12.000 | 0.997 | 0.998 | 0.999 | 0.001 | 0.339 | 0.997 | 0.998 | 0.001 | 0.896 | 0.001 | 0.001 |
| 13.000 | 0.999 | 0.999 | 1.000 | 0.001 | 0.769 | 0.999 | 0.999 | 0.001 | 0.922 | 0.000 | 0.000 |
| 14.000 | 1.000 | 1.000 | 1.000 | 0.000 | 0.446 | 1.000 | 1.000 | 0.000 | 0.872 | 0.000 | 0.000 |
| 15.000 | 1.000 | 1.000 | 1.000 | 0.000 | 1.000 | 1.000 | 1.000 | 0.000 | 1.000 | 0.000 | 0.000 |