“…In other words, each component will combine contributions from multiple variables within m to capture an aspect of the data that is orthogonal to the rest of the data and therefore qualitatively different in how it should be interpreted. As such, it is useful as a means of providing insights about data obtained in a range of different fields, for example economics, biology, engineering or psychology, particularly when one has an understanding of what is measured by individual variables, but a bigger picture about how they come together remains elusive (Jolliffe & Cadima, 2016; Wegner‐Clemens, Rennig, Magnotti, & Beauchamp, 2019). In the present case, we set n m = 32, restricting our matrix to just a selective explorative subset of what might have been possible in an unconstrained data‐driven approach.…”