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Question: Why is d = k + 1 for Kaiser and Broken Stick? #11

@danlurie

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@danlurie

I noticed that the ID estimates provided by the Kaiser and broken_stick methods in id.lPCA are k + 1, where k is the number of components to be kept according to the most commonly used implementations of these rules (i.e. keep only components with an eigenvalue > 1 [Kaiser], or keep only components with greater than expected explained variance [broken stick]).

I'm wondering what the thinking was behind this choice, and if there are any papers I can cite justifying this modification.

Thanks!

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