Evaluation | Factor Scoring | Vantage Analytics Library - Evaluation - Vantage Analytics Library

Vantage Analytics Library User Guide

Deployment
VantageCloud
VantageCore
Edition
Enterprise
IntelliFlex
Lake
VMware
Product
Vantage Analytics Library
Release Number
2.2.0
Published
March 2023
Language
English (United States)
Last Update
2024-01-02
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Product Category
Teradata Vantage
Model evaluation for factor analysis consists of computing the standard error of estimate for each variable based on working backwards and re-estimating their values using the scored factors. Estimated values of the original data are made using the factor scoring equation "" = XCT where "" is the estimated raw data, X is the scored data, and C is the factor pattern matrix or rotated factor pattern matrix if rotation was included in the model. The standard error of estimate for each variable y in the original data Y is then given by:

Standard error of estimate formula
where each "" is the estimated value of each variable y, n is the number of observations and p is the number of factors.