Table 3 Component loadings for principal...

Table 3

Component loadings for principal components

	PC1	PC2	PC3	PC4	PC5	PC6	PC7
Panel A: CGI
$λ_{i}$	4.971	1.588	1.503	1.162	1.146	1.097	1.033
Explained $σ^{2}$	0.249	0.080	0.075	0.058	0.057	0.055	0.052
BC1	0.466	−0.250	−0.201	0.020	0.283	0.325	0.252
BC2	0.105	0.175	0.312	−0.253	0.078	0.555	0.030
BC3	0.130	−0.042	0.060	0.727	−0.039	0.174	−0.081
BC4	0.431	−0.347	−0.142	0.178	0.374	0.272	0.211
BC5	0.086	0.054	0.053	0.001	0.082	−0.295	0.829
BC6	0.376	0.307	0.358	−0.272	−0.041	0.058	0.172
BC7	0.661	−0.245	0.004	−0.156	−0.266	−0.097	−0.195
BC8	0.664	−0.369	−0.025	−0.265	−0.196	−0.112	−0.138
BC9	0.296	−0.126	0.567	0.444	−0.136	0.117	0.010
BC10	0.465	−0.511	0.185	−0.184	0.084	−0.105	0.063
BC11	0.615	−0.400	0.209	−0.098	0.088	−0.129	−0.048
BC12	0.568	0.032	0.447	0.173	−0.149	−0.249	0.011
AA1	0.235	0.355	0.441	−0.235	−0.005	0.358	−0.008
AA2	0.682	0.267	−0.192	0.010	0.423	−0.083	−0.195
AA3	0.661	0.263	−0.172	−0.012	0.437	−0.069	−0.208
AA4	0.511	0.419	0.096	0.091	0.117	−0.289	−0.068
RM1	0.599	0.210	0.013	0.182	−0.013	−0.053	−0.012
RM2	0.658	0.120	−0.406	0.042	−0.408	0.225	0.090
RM3	0.645	0.127	−0.406	0.018	−0.421	0.211	0.127
RM4	0.287	0.355	−0.116	0.019	−0.136	−0.206	0.166
Panel B: BCS
$λ_{i}$	3.184	1.255	1.140	1.055	1.003
Explained $σ^{2}$	0.265	0.105	0.095	0.088	0.084
BC1	0.493	−0.359	0.239	0.396	0.164
BC2	0.104	0.328	−0.152	0.380	0.701
BC3	0.138	0.214	0.700	−0.160	0.042
BC4	0.485	−0.365	0.415	0.344	0.108
BC5	0.090	0.094	−0.104	0.602	−0.638
BC6	0.350	0.407	−0.358	0.287	0.088
BC7	0.718	−0.078	−0.212	−0.295	0.066
BC8	0.755	−0.222	−0.254	−0.246	0.038
BC9	0.402	0.583	0.381	−0.086	−0.080
BC10	0.632	−0.184	−0.054	−0.005	−0.092
BC11	0.734	−0.061	−0.032	−0.083	−0.099
BC12	0.600	0.483	−0.028	−0.062	−0.164
Panel C: AAS
$λ_{i}$	2.105
Explained $σ^{2}$	0.526
AA1	0.317
AA2	0.885
AA3	0.879
AA4	0.700
Panel D: RMS
$λ_{i}$	2.153
Explained $σ^{2}$	0.538
RM1	0.615
RM2	0.899
RM3	0.896
RM4	0.405

	PC1	PC2	PC3	PC4	PC5	PC6	PC7
Panel A: CGI
$λ_{i}$	4.971	1.588	1.503	1.162	1.146	1.097	1.033
Explained $σ^{2}$	0.249	0.080	0.075	0.058	0.057	0.055	0.052
BC1	0.466	−0.250	−0.201	0.020	0.283	0.325	0.252
BC2	0.105	0.175	0.312	−0.253	0.078	0.555	0.030
BC3	0.130	−0.042	0.060	0.727	−0.039	0.174	−0.081
BC4	0.431	−0.347	−0.142	0.178	0.374	0.272	0.211
BC5	0.086	0.054	0.053	0.001	0.082	−0.295	0.829
BC6	0.376	0.307	0.358	−0.272	−0.041	0.058	0.172
BC7	0.661	−0.245	0.004	−0.156	−0.266	−0.097	−0.195
BC8	0.664	−0.369	−0.025	−0.265	−0.196	−0.112	−0.138
BC9	0.296	−0.126	0.567	0.444	−0.136	0.117	0.010
BC10	0.465	−0.511	0.185	−0.184	0.084	−0.105	0.063
BC11	0.615	−0.400	0.209	−0.098	0.088	−0.129	−0.048
BC12	0.568	0.032	0.447	0.173	−0.149	−0.249	0.011
AA1	0.235	0.355	0.441	−0.235	−0.005	0.358	−0.008
AA2	0.682	0.267	−0.192	0.010	0.423	−0.083	−0.195
AA3	0.661	0.263	−0.172	−0.012	0.437	−0.069	−0.208
AA4	0.511	0.419	0.096	0.091	0.117	−0.289	−0.068
RM1	0.599	0.210	0.013	0.182	−0.013	−0.053	−0.012
RM2	0.658	0.120	−0.406	0.042	−0.408	0.225	0.090
RM3	0.645	0.127	−0.406	0.018	−0.421	0.211	0.127
RM4	0.287	0.355	−0.116	0.019	−0.136	−0.206	0.166
Panel B: BCS
$λ_{i}$	3.184	1.255	1.140	1.055	1.003
Explained $σ^{2}$	0.265	0.105	0.095	0.088	0.084
BC1	0.493	−0.359	0.239	0.396	0.164
BC2	0.104	0.328	−0.152	0.380	0.701
BC3	0.138	0.214	0.700	−0.160	0.042
BC4	0.485	−0.365	0.415	0.344	0.108
BC5	0.090	0.094	−0.104	0.602	−0.638
BC6	0.350	0.407	−0.358	0.287	0.088
BC7	0.718	−0.078	−0.212	−0.295	0.066
BC8	0.755	−0.222	−0.254	−0.246	0.038
BC9	0.402	0.583	0.381	−0.086	−0.080
BC10	0.632	−0.184	−0.054	−0.005	−0.092
BC11	0.734	−0.061	−0.032	−0.083	−0.099
BC12	0.600	0.483	−0.028	−0.062	−0.164
Panel C: AAS
$λ_{i}$	2.105
Explained $σ^{2}$	0.526
AA1	0.317
AA2	0.885
AA3	0.879
AA4	0.700
Panel D: RMS
$λ_{i}$	2.153
Explained $σ^{2}$	0.538
RM1	0.615
RM2	0.899
RM3	0.896
RM4	0.405

Notes:

Table reports component loadings of seven principal components in the CGI (PC1–PC7); five principal components in the BCS (PC1–PC5); one principal component in the AAS (PC1); and one principal component in the RMS (PC1). Items in italic face exceed 0.40. Eigenvalues (⁠ $λ_{i}$ ⁠) and explained variance (⁠ $σ^{2}$ ⁠) are stated for each principal component.

Source: Authors’ own creation

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