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

Vantage Analytics Library User Guide

Deployment
VantageCloud
VantageCore
Edition
VMware
Enterprise
IntelliFlex
Lake
Product
Vantage Analytics Library
Release Number
2.2.0
Published
June 2025
ft:locale
en-US
ft:lastEdition
2025-07-02
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iup1603985291876.ditaval
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zyl1473786378775
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.