Publication date: 05/24/2021

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

The vector of ith Standardized X Scores is defined as follows:

The vector of ith Standardized Y Scores is defined as follows:

The vector of ith Standardized X Loadings is defined as follows:

The vector of ith Standardized Y Loadings is defined as follows:

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