Statistical Details for Standardized Scores and Loadings
This section describes the calculations of the standardized scores and loadings in the Partial Least Squares platform.
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:
