Standardized Scores and Loadings
Consider the following notation:
• ntr is the number of observations in the training set
• m is the number of effects in X
• k is the number of responses in Y
• VarXi is the percent variation in X explained by the ith factor
• VarYi is the percent variation in Y explained by the ith factor
• XScorei is the vector of X scores for the ith factor
• YScorei is the vector of Y scores for the ith factor
• XLoadi is the vector of X loadings for the ith factor
• YLoadi is the vector of Y loadings for the ith factor
Standardized Scores
The vector of ith Standardized X Scores is defined as follows:
The vector of ith Standardized Y Scores is defined as follows:
Standardized Loadings
The vector of ith Standardized X Loadings is defined as follows:
The vector of ith Standardized Y Loadings is defined as follows:
