5.4.5 - Factor Scores - Teradata Warehouse Miner

Teradata Warehouse Miner User Guide - Volume 3Analytic Functions

Product
Teradata Warehouse Miner
Release Number
5.4.5
Published
February 2018
Language
English (United States)
Last Update
2018-05-04
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In order to use a factor as a variable, it must be assigned a value called a factor score for each row or observation in the data. A factor score is actually a linear combination of the original input variables (without a constant term), and the coefficients associated with the original variables are called factor weights. Teradata Warehouse Miner provides a scoring function that calculates these weights and creates a table of new factor score variables using dynamically generated SQL. The ability to automatically generate factor scores, regardless of the factor analysis or rotation options used, is one of the most powerful features of the Teradata Warehouse Miner factor analysis module.