where tij = X score for the ith row and jth extracted factor, p = number of extracted factors, and n = number of observations used to train the model. If validation is not used, n = total number of observations.

The control limit for the T2 Plot is computed as follows:

where p = number of extracted factors, and n = number of observations used to train the model. If validation is not used, n = total number of observations. See Tracy, Young, and Mason, 1992.