| 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 |