Scree plot
Diagnostic plot in multivariate statistics
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ToursExplore Lably’s 3D toursA scree plot always displays the eigenvalues in a downward curve, ordering the eigenvalues from largest to smallest. According to the scree test, the "elbow" of the graph where the eigenvalues seem to level off is found, and factors or components to the left of this point should be retained as significant.
As the "elbow" point has been defined as point of maximum curvature, this property has led to the creation of the Kneedle algorithm.
Etymology
The scree plot is named after the elbow's resemblance to a scree in nature.
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Criticism
This test is sometimes criticized for its subjectivity. Scree plots can have multiple "elbows" that make it difficult to know the correct number of factors or components to retain, making the test unreliable. There is also no standard for the scaling of the x and y axes, which means that different statistical programs can produce different plots from the same data.
The test has also been criticized for producing too few factors or components for factor retention.