Multivariate Methods • Partial Least Squares Models • Statistical Details for the Partial Least Squares Platform • Standardized Scores and Loadings
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Standardized Scores and Loadings
Consider the following notation:
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ntr is the number of observations in the training set
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m is the number of effects in X
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k is the number of responses in Y
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VarXi is the percent variation in X explained by the ith factor
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VarYi is the percent variation in Y explained by the ith factor
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XScorei is the vector of X scores for the ith factor
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YScorei is the vector of Y scores for the ith factor
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XLoadi is the vector of X loadings for the ith factor
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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:

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Help created on 7/12/2018