Dear All, I have four independent variables X1s X2s X3s X4s and one dependent variable Ys. All of them are mean-centered and variance-scaled. I performed factor analysis using principal component extraction with Varimax rotation and 4 factors were extracted. (I'll reduce the number of factors later. For this question 4 factors were extracted.)
The 4 factor scores (fs1 fs2 fs3 fs4) were computed and Ys was regressed on the 4 factor scores. I'm wondering how the principal component regression (PCR) can re-expressed with the four independent variables instead of the 4 factor scores. For example, let's say the PCR equation is Ys = 0.000 + 0.472*fs1 + 0.352*fs2 + 0.343*fs3 - 0.419*fs4. If I replace the fs1 with factor score coefficients (FSC) for factor 1, fs2 with FSC for factor 2, and so forth, would I get the coefficients for the four independent variables ? I appreciate any help. Sangdon Lee, Ph.D., GM Tech. Center. [EMAIL PROTECTED] . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
