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Consider Eq. (5.18b) where G and Bare orthogonally rotated components and loadings respectively (Theorem 5.2a). Show that the new scores G are orthogonal to the residuals δ.

THEOREM 5.2

Let X = Z(r) PT(r) +δ be a PC model and let X =V(T) QT(r) + δ as in Eq. (5.17). Then

(i) Predicted values  and their sum of squares remain unchanged by T.

 

Statistics and Probability, Statistics

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  • Reference No.:- M91784262

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