The correlation

Coefficient between the explanatory variables r

P-value names for coefficient tests

value for Parker’s test with sample Principal components as explanatory variables

Values for Parker’s test with sample fit values as explanatory variables

whether the findings of the two sets of tests are the same

0.1

P1

P2

P3

2.03e−05

1.28e−05

0.0525

1.94e−06

Same

0.2

P1

P2

P3

4.48e−10

0.82232

0.00584

5.088e−09

Same

0.3

P1

P2

P3

1.19e−10

0.869265

0.000508

1.059e−10

Same

0.4

P1

P2

P3

4.76e−09

0.000176

0.396450

1.48e−15

Same

0.5

P1

P2

P3

3.21e−14

0.00315

0.71990

8.08e−15

Same

0.6

P1

P2

P3

7.29e−16

1.92e−05

0.21

6e−12

Same

0.7

P1

P2

P3

2e−16

0.4502

0.0439

2.2e−16

Same

0.8

P1

P2

P3

2e−16

0.2852

0.0233

2e−16

Same

0.9

P1

P2

P3

2e−16

0.8128

0.0957

2e−16

Same