Degrees of freedom estimation in Principal Component Analysis and Consensus Principal Component Analysis

► We investigate the DF concept in PCA and CPCA modeling. ► We run simulation studies to assess the DF when searching for PCs. ► We show that the search process of PCA and CPCA consumes some DFs. ► We show that the DF consumption during modeling depends on the eigenvalue structure. ► We compare DF consumption in cross-validation and when using an independent test set.