Tag Archives: pc retention

Truncated SVD and Borehole Reconstructions

May 3, 2009 – 12:57 PM

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. […]

By Stephen McIntyre | Posted in General | Also tagged , , | Comments (42)

Gavin and the PC Stories

Mar 3, 2009 – 12:27 AM

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. […]

By Stephen McIntyre | Posted in Steig at al 2009 | Also tagged , , | Comments (98)

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

Feb 23, 2009 – 11:44 PM

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 […]

By Stephen McIntyre | Posted in RegEM, Steig at al 2009 | Also tagged , | Comments (143)

A Challenge to Tamino: MBH PC Retention Rules

Mar 14, 2008 – 7:27 AM

Today I wish to re-visit an issue discussed in one of the very first CA posts: did MBH98 actually use the PC retention rules first published in 2004 at realclimate here and described both there and by Tamino as “standard” selection rules. Much of the rhetorical umbrage in Tamino’s post is derived from our alleged […]

By Stephen McIntyre | Posted in MBH98 | Also tagged | Comments (88)