Tag Archives: pc retention

Truncated SVD and Borehole Reconstructions

In recent discussions of Steig’s Antarctic reconstruction, one of the interesting statistical issues is how many principal components to retain. As so often with Team studies, Steig provided no principled reasoning for his selection of 3 PCs, statements about their supposed physical interpretation were untrue and, from some perspectives, the choice of 3 seems opportunistic. […]

Gavin and the PC Stories

How many principal components to retain? Recent readers of Climate Audit may not realize that this was an absolute battleground issue of MBH and Wahl and Ammann. In one sense, it was never resolved with MBH back in 2003-2005, but that was before the existence of blogs made it possible to focus attention on problems. […]

Why did Steig use a cut-off parameter of k=3?

A question that Jean S inquired about before we were so rudely interrupted. The expanation in Steig et al was: Principal component analysis of the weather station data produces results similar to those of the satellite data analysis, yielding three separable principal components. We therefore used the RegEM algorithm with a cut-off parameter k=3…. A […]

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