The grainy photos do thankfully nullify a couple of my initial hypothesies. There is no way that those structures in their observed density or configuration could have served in thermoregulation (weather for keeping warm or keeping cool). Of course some people may argue that there may be a difference in summer and winter coats (sounds like something that Bob Bakker may propose) but there is no evience to support or refute that hypothesis. Then again a couple of eaqually unprovable hypothesies come to mind. For example, if the psittacosaur had enough flexability in its tail, the bristles may have served to fend off flying insects. The other possibility is that they serve no partucularly useful function. The dorsal spines on a green iguana arent partucularly strong and could not be used to defend against attacking predators. They may look spiny an unpalatable, but the predators such as hawks or cats or other large reptiles would quickly learn that these large spines weren't so bad. That is unless there is a factor in their environment that constantly reinforces the view that all spines are effective (such as a particularly spiny plant). There is little evidence to support a sexually selective role, they're just there. There was nothing in particular stopping them from evolving. The first iguanas possibly had a use for them that is not not as evident. The same may be true of the psittacosaur. There may be no particulatly good function fro those bristles but their ancestors may have had a use for them.
This is not the first time that an integumentary structure has been found in an ornithischian. The Ankylosaurs with their dermal armour aside, hadrosaurs have been found frequently with skin impressions. Many of those hadrosaurs have a row of dorsal spines that seem similar in pattern to those of an iguana. Not nearly so tall relative to the whole animal as the iguana's spines or the psittacosaur's bristels, but definately restricted to a dorsal crest. These discoveries have prompted illustrations such as this one by Bob Bakker.
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