Dear Gottgried Helms, Thanks for your help. Just for clarification.
I'm interested in the variables themselves rather than the factors. Let's say I extracted three factors and regressed the Ys on the the three factor scores. PCR gives a regression equation of Ys=f(fs1, fs2, fs3) if I select three factors and I want to re-express THAT equation using the variables themselves such as Ys = g(X1, X2, X3, X4). . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
