The correlation coefficient between the explanatory variables r

Number of significant p-values for Parker’s test with sample principal components as explanatory variables

Number of significant p-values for the Parker test with the sample fitted values as explanatory variables

Number of inconsistent findings between the two methods

0.1

9092

10,000

0

0.2

9915

10,000

0

0.3

9001

10,000

0

0.4

9034

10,000

0

0.5

9013

10,000

0

0.6

9230

10,000

0

0.7

9102

10,000

0

0.8

10,000

10,000

0

0.9

9020

10,000

0