Logarithm of residuals Regression model ln σ i 2 on principal components z i

R2

Pr (>|t|)

ln e i 2 = 336.0304 976.4507 ln z 1 + 1.2851 ln z 2 + 978.9833 ln z 3

0.1547

0.1102

0.0484

0.1109