Professional Documents
Culture Documents
The direction vectors p1, p2 and so on, are each K×1 unit vectors. These are vectors
in the original coordinate space (the K-dimensional real-world) where the
observations are recorded.
But these direction vectors are also our link to the latent-variable coordinate system.
These direction vectors create a (hyper)plane that is embedded inside the K-
dimensional space of the K original variables. You will see the terminology
of loadings - this is just another name for these direction vectors:
How do we get the score value(s)? We use the equation from the prior
section (repeated here). It is the multiplication of the pre-processed data by the
loadings vectors:
T=XP(N×A)=(N×K)(K×A)
and it shows how the loadings are our link from the K-dimensional, real-world,
coordinate system to the A-dimensional, latent variable-world, coordinates.
Let’s return to the example of the 4 temperatures. We derived there that a plausible
summary of the 4 temperatures could be found from:
t1=[x1x2x3x4][p1,1p2,1p3,1p4,1]=[x1x2x3x4][0.250.250.250.25]=xip1
So the loading vector for this example points in the
direction p1′=[0.25,0.25,0.25,0.25]. This isn’t a unit vector though; but we can make it
one:
What would be the entries in the p1 loading vector if we had 6 thermometers? (Ans =
0.41; in general, for K thermometers, 1/K).
This is very useful, because now instead of dealing with K thermometers we can
reduce the columns of data down to just a single, average temperature. This isn’t a
particularly interesting case though; you would have likely done this anyway as an
engineer facing this problem