# Table 1 Simulation designs for each scenario and corresponding true loading vectors. All true vectors are normalized to have l2-norm 1

nen=(3,4,5)
nel=10nel=20
σ2=1.2scenario 1scenario 2
$$\boldsymbol {a}_{1}=((\boldsymbol {1}_{3}, \boldsymbol {0}_{27})^{\intercal } \bigotimes \boldsymbol {1}_{10})$$$$\boldsymbol {a}_{1}=((\boldsymbol {1}_{3}, \boldsymbol {0}_{27})^{\intercal } \bigotimes \boldsymbol {1}_{20})$$
$$\boldsymbol {a}_{2}=((\boldsymbol {1}_{4}, \boldsymbol {0}_{36})^{\intercal } \bigotimes \boldsymbol {1}_{10})$$$$\boldsymbol {a}_{2}=((\boldsymbol {1}_{4}, \boldsymbol {0}_{36})^{\intercal } \bigotimes \boldsymbol {1}_{20})$$
$$\boldsymbol {a}_{3}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{45})^{\intercal } \bigotimes \boldsymbol {1}_{10})$$$$\boldsymbol {a}_{3}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{45})^{\intercal } \bigotimes \boldsymbol {1}_{20})$$
σ2=2.5scenario 3scenario 4
$$\boldsymbol {a}_{1}=((\boldsymbol {1}_{3}, \boldsymbol {0}_{27})^{\intercal } \bigotimes \boldsymbol {1}_{10})$$$$\boldsymbol {a}_{1}=((\boldsymbol {1}_{3}, \boldsymbol {0}_{27})^{\intercal } \bigotimes \boldsymbol {1}_{20})$$
$$\boldsymbol {a}_{2}=((\boldsymbol {1}_{4}, \boldsymbol {0}_{36})^{\intercal } \bigotimes \boldsymbol {1}_{10})$$$$\boldsymbol {a}_{2}=((\boldsymbol {1}_{4}, \boldsymbol {0}_{36})^{\intercal } \bigotimes \boldsymbol {1}_{20})$$
$$\boldsymbol {a}_{3}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{45})^{\intercal } \bigotimes \boldsymbol {1}_{10})$$$$\boldsymbol {a}_{3}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{45})^{\intercal } \bigotimes \boldsymbol {1}_{20})$$
nen=(5,5,5)
nel=10nel=20
σ2=1.2scenario 5scenario 6
$$\boldsymbol {a}_{1}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{25})^{\intercal } \bigotimes \boldsymbol {1}_{10})$$$$\boldsymbol {a}_{1}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{25})^{\intercal } \bigotimes \boldsymbol {1}_{20})$$
$$\boldsymbol {a}_{2}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{35})^{\intercal } \bigotimes \boldsymbol {1}_{10})$$$$\boldsymbol {a}_{2}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{35})^{\intercal } \bigotimes \boldsymbol {1}_{20})$$
$$\boldsymbol {a}_{3}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{45})^{\intercal } \bigotimes \boldsymbol {1}_{10})$$$$\boldsymbol {a}_{3}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{45})^{\intercal } \bigotimes \boldsymbol {1}_{20})$$
σ2=2.5scenario 7scenario 8
$$\boldsymbol {a}_{1}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{25})^{\intercal } \bigotimes \boldsymbol {1}_{10})$$$$\boldsymbol {a}_{1}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{25})^{\intercal } \bigotimes \boldsymbol {1}_{20})$$
$$\boldsymbol {a}_{2}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{35})^{\intercal } \bigotimes \boldsymbol {1}_{10})$$$$\boldsymbol {a}_{2}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{35})^{\intercal } \bigotimes \boldsymbol {1}_{20})$$
$$\boldsymbol {a}_{3}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{45})^{\intercal } \bigotimes \boldsymbol {1}_{10})$$$$\boldsymbol {a}_{3}=((\boldsymbol {1}_{5}, \boldsymbol {0}_{45})^{\intercal } \bigotimes \boldsymbol {1}_{20})$$