Lazraq and Cléroux (Psychometrika, 2002, 411–419) proposed a test for identifying the number of significant components in redundancy analysis. This test, however, is ill-conceived. A major problem is that it regards each redundancy component as if it were a single observed predictor variable, which cannot be justified except for the rare situations in which there is only one predictor variable. Consequently, the proposed test leads to drastically biased results, particularly when the number of predictor variables is large, and it cannot be recommended for use. This is shown both theoretically and by Monte Carlo studies.

In order to make the parallel analysis criterion for determining the number of factors easy to use, regression equations for predicting the logarithms of the latent roots of random correlation matrices, with squared multiple correlations on the diagonal, are presented. The correlation matrices were derived from distributions of normally distributed random numbers. The independent variables are

log (N − 1) and log {[n(n − 1)/2] − [(i − 1)n]},

where N is the number of observations; n, the number of variables; and i, the ordinal position of the eigenvalue. The results were excellent, with multiple correlation coefficients ranging from .9948 to .9992.