【simca Ezinfo】多元變量分析中名詞的解釋
Observations and loadings vectors
In the Plot/List tab dialogs the vectors found in the Items box with data type Observations and loadings are row vectors with the same “shape” as an observation, i.e., with one row per variable.
See the table for the vectors available and their description in alphabetical order. The rightmost column displays the plot/list/spreadsheet where the vector is available, when applicable, in bold text if the vector is displayed by default.
Vector
Description
Displayed
Batch VIP
?
The Batch Variable Importance plot (Batch VIP) is ?available for batch level models and displays the overall importance of the ?variable on the final quality of the batch. With phases, the plot displays the ?importance of a variable by phase. With a PLS model, the Batch VIP displays the ?plot for one y-variable at a time, with a column per variable and per selected ?phase.
Note: The Batch VIP is only available for scores batch ?level datasets.
Batch | Variable ?importance plot
c
For every dimension in the PLS model there is a c vector. ?It contains the Y loading weights used to linearly combine the Y's to form the Y ?score vector u. This means the c vector actually expresses the correlation ?between the Y's and the X score vector t.
Home | Loadings
c(corr)
Y loading weight c scaled as a correlation coefficient ?between Y and u.
Home | Loadings
Analyze | Biplot
ccv
Y loading weight c for a selected model dimension, ?computed from the selected cross validation round.
?
ccvSE
Jack-knife standard error of the Y loading weight c ?computed from the rounds of cross validation.
?
co
Orthogonal Y loading weights co combine the Y variables ?(first dimension) or the Y residuals (subsequent dimensions) to form the scores ?Uo.
These orthogonal Y loading weights are selected so as to ?minimize the correlation between Uo and T, thereby indirectly between Uo and X. ?Available for OPLS and O2PLS models.
?
cocv
Orthogonal Y loading weights co from the Y-part of the ?model, for a selected model dimension, computed from the selected ?cross-validation round. Available for OPLS and O2PLS models.
?
Coeff
PLS/OPLS/O2PLS regression coefficients corresponding to ?the unscaled and uncentered X and Y. This vector is Cumulative over all ?components up to the selected one.
Home | Coefficients
CoeffC
PLS/OPLS/O2PLS regression coefficients corresponding to ?the unscaled but centered X and unscaled Y. This vector is Cumulative over all ?components up to the selected one.
Home | Coefficients
CoeffCS
?
PLS/OPLS/O2PLS regression coefficients corresponding to ?centered and scaled X, and scaled (but uncentered) Y. This vector is Cumulative ?over all components up to the selected one.
Home | ?Coefficients
CoeffCScv
PLS/OPLS/O2PLS regression coefficients corresponding to ?the centered and scaled X and the scaled (but uncentered) Y computed from the ?selected cross validation round.
?
CoeffCScvSE
Jack-knife standard error of the coefficients CoeffCS ?computed from all rounds of cross validation.
?
CoeffMLR
PLS/OPLS/O2PLS regression coefficients corresponding to ?the scaled and centered X but unscaled and uncentered Y. This vector is ?Cumulative over all components up to the selected one.
Home | Coefficients
CoeffRot
Rotated PLS/OPLS/O2PLS regression coefficients ?corresponding to the unscaled and uncentered X and Y. This vector is Cumulative ?over all components up to the selected one.
Home | Coefficients
?
MPowX
The modeling power?of variable X is the fraction of its ?standard deviation explained by the model after the specified ?component.
?
Num
Index number: 1, 2, 3 etc.
?
ObsDS
Observation in the dataset, selected in the Data ?box, in original units.
?
ObsPS
Observation in the current predictionset, in original ?units. There is only one current predictionset at a time although many can be ?specified.
?
p
Loadings of the X-part of the model.
With a PCA model, the loadings are the coefficients with ?which the X variables are combined to form the X scores, t.
The loading, p, for a selected PCA dimension, represent ?the importance of the X variables in that dimension.
With a PLS model, p expresses the importance of the ?variables in approximating X in the selected component.
Home | ?Loadings
p(corr)
?
X loading p scaled as a correlation coefficient between X ?and t.
Home | Loadings
Analyze | Biplot
pc
X loading p and Y loading weight c combined to one ?vector.
Home | Loadings
pc(corr)
X loading p and Y loading weight c scaled as correlation ?coefficients between X and t (p) and Y and u (c), and combined to one ?vector.
Home | Loadings
Analyze | Biplot
pccvSE
Jack-knife standard error of the combined X loading p and ?Y loading weight c computed from all rounds of cross validation.
?
pcv
X loading p for a selected model dimension, computed from ?the selected cross validation round.
?
pcvSE
Jack-knife standard error of the X loading p computed ?from all rounds of cross validation.
?
po
Orthogonal loading po of the X-part of the OPLS/O2PLS ?model. po expresses the unique variability in X not found in Y, i.e., X ?variation orthogonal to Y, in the selected component. Available for OPLS and ?O2PLS models.
Home | Loadings
Home | Loadings | Orth ?X
po(corr)
Orthogonal loading po of the X-part of the OPLS/O2PLS ?model, scaled as the correlation coefficient between X and to, in the selected ?component. Available for OPLS and O2PLS models.
?
pocv
Orthogonal loading po of the X-part of the OPLS/O2PLS ?model, for a selected model dimension, computed from the selected cross ?validation round. Available for OPLS and O2PLS models.
?
poso
Orthogonal loading po of the X-part and the projection of ?to onto Y, so, combined to one vector. Available for OPLS and O2PLS.
Home | ?Loadings
Home | ?Loadings | Orth X
pq
X loading weight p and Y loading weight q combined to one ?vector. Available for OPLS and O2PLS.
Home | Loadings
Home | Loadings | Pred ?X-Y
q
Loadings of the Y-part of the OPLS/O2PLS model.
q expresses the importance of the variables in ?approximating Y variation correlated to X, in the selected component. Y ?variables with large q (positive or negative) are highly correlated with t (and ?X).
Home | Loadings
Home | Loadings | Pred ?X-Y
qcv
Y loading q for a selected model dimension, computed from ?the selected cross validation round. Available for OPLS and O2PLS ?models.
?
Q2VX, ?Q2VY
Predicted fraction, according to cross validation, of the ?variation of the X (PCA) and Y variables (PLS/OPLS/O2PLS), for the selected ?component.
Home | Summary of ?fit | Component contribution
Q2VXCum, ?Q2VYCum
Cumulative predicted fraction, according to cross ?validation, of the variation of the X variables (PCA model) or the Y variables ?(PLS/OPLS/O2PLS model).
Home | Summary of ?fit
qo
Orthogonal loading qo of the Y-part of the OPLS/O2PLS ?model.
qo expresses the unique variability in Y not found in X, ?i.e., Y variation orthogonal to X, in the selected component.
Home | Loadings | Orth ?Y
qocv
Orthogonal loading qo of the Y-part of the OPLS/O2PLS ?model, for a selected model dimension, computed from the selected cross ?validation round.
?
qor
qo and r combined to one vector. Available for OPLS and ?O2PLS.
Home | Loadings | Orth ?Y
r
R is the projection of uo onto X.
R contains non-zero entries when the score matrix Uo is ?not completely orthogonal to X. The norm of this matrix is usually very small ?but is used to enhance the predictions of X. Available for OPLS and ?O2PLS.
Home | Loadings | Orth ?Y
R2VX
Explained fraction of the variation of the X variables, ?for the selected component.
Home | Summary of ?fit | Component contribution
R2VXAdj
Explained fraction of the variation of the X variables, ?adjusted for degrees of freedom, for the selected component.
Home | Summary of ?fit | Component contribution
R2VXAdjCum
Cumulative explained fraction of the variation of the X ?variables, adjusted for degrees of freedom.
Home | X/Y Overview
R2VXCum
Cumulative explained fraction of the variation of the X ?variables.
Home | X/Y ?Overview
R2VY
Explained fraction of the variation of the Y variables, ?for the selected component.
Home | Summary of ?fit | Component contribution
R2VYAdj
?
Explained fraction of the variation of the Y variables, ?adjusted for degrees of freedom, for the selected component.
Home | Summary of ?fit | Component contribution
R2VYAdjCum
?
Cumulative explained fraction of the variation of the Y ?variables, adjusted for degrees of freedom.
Home | Summary of fit | X/Y ?overview
R2VYCum
Cumulative explained fraction of the variation of the Y ?variables.
Home | Summary of fit | X/Y ?overview
RMSEcv
Root Mean Square Error, computed from the selected cross ?validation round.
Analyze | RMSECV
RMSEE
Root Mean Square Error of the Estimation (the fit) for ?observations in the workset.
?
RMSEP
Root Mean Square Error of the Prediction for observations ?in the predictionset.
Predict | Y PS | Scatter
Predict | Y PS | Line
S2VX
Residual variance of the X variables, after the selected ?component, scaled as specified in the workset.
?
S2VY
Residual variance of the Y variables, after the selected ?component, scaled as specified in the workset.
?
so
So is the projection of to onto Y.
So contains non-zero entries when the score matrix To is ?not completely orthogonal to Y. The norm of this matrix is usually very small ?but is used to enhance the predictions of Y. Available for OPLS and O2PLS ?models.
Home | Loadings | Orth ?X
VarID
Numerical variable identifiers, primary or ?secondary.
All lists displaying variables, for instance Home | Coefficients | List
VIP
Variable Influence on the Projection. It provides the ?influence of every term in the matrix X on all the Y's. Terms with VIP>1 have ?an above average influence on Y. This vector is Cumulative over all components ?up to the selected one.
Home | ?VIP
VIPcv
VIP computed from the selected cross validation ?round.
?
VIPcvSE
Jack-knife standard error of the VIP computed from all ?rounds of cross validation.
?
VIPorth
Orthogonal variable importance for the projection, ?VIPorth, summarizes the importance of the variables explaining the part of X ?orthogonal to Y. Terms with VIP > 1 have an above average influence on the ?model.
?
VIPpred
Predictive variable importance for the projection, ?VIPpred, summarizes the importance of the variables explaining the part of X ?related to Y. Terms with VIP > 1 have an above average influence on the ?model.
?
w
?
X loading weight that combine the X variables (first ?dimension) or the X residuals (subsequent dimensions) to form the scores t. This ?loading weight is selected so as to maximize the correlation between t and u, ?thereby indirectly between t and Y.
X variables with large w's (positive or negative) are ?highly correlated with u (and Y).
Home | Loadings
w*
?
X loading weight that combines the original X variables ?(not their residuals in contrast to w) to form the scores t.
In the first dimension w* is equal to w.
w* is related to the correlation between the X variables ?and the Y scores u.
W* = ?W(P'W)-1
X variables with large w* (positive or negative) are ?highly correlated with u (and Y).
Home | Loadings
w*c
X loading weight w* and Y loading weight c combined to ?one vector.
Home | ?Loadings
w*ccvSE
?
Jack-knife standard error of the combined X loading ?weight w* and Y loading weight c computed from all rounds of cross ?validation.
?
w*cv
X loading weight w*, for a selected model dimension, ?computed from the selected cross validation round.
?
w*cvSE
Jack-knife standard error of the X loading weight w* ?computed from all rounds of cross validation.
?
wcv
X loading weight w, for a selected model dimension, ?computed from the selected cross validation round.
?
wcvSE
Jack-knife standard error of the X loading weight w ?computed from all rounds of cross validation.
?
wo
Orthogonal loading weight wo of the X-part of the ?OPLS/O2PLS model. It combines the X residuals to form the orthogonal X score to. ?This loading weight is selected so as to minimize the correlation between to and ?u, thereby indirectly between to and Y.
?
wocv
Orthogonal loading weight wo of the X-part of the ?OPLS/O2PLS model, for a selected model dimension, computed from the selected ?cross validation round.
?
Xavg
Averages of X variables, in original units. If the ?variable is transformed, the average is in the transformed metric.
?
XObs
X variables for the selected observation in the workset ?in original units. Can be displayed in transformed or scaled units.
?
XObsPred
Reconstructed observations as X=TP’ from the workset. Can ?be displayed in transformed or scaled units.
?
XObsPredPS
Reconstructed observations as X=TP’ from the ?predictionset. Can be displayed in transformed or scaled units.
?
XObsRes
Residuals of observations (X space) in the workset, in ?original units. Can be displayed in transformed or scaled units.
?
XObsResPS
Residuals of observations (X space) in the predictionset, ?in original units. Can be displayed in transformed or scaled units.
?
Xws
Scaling weights of the X variables.
?
YRelatedProfile
Displays the estimated pure profiles of the underlying ?constituents in X under the assumption of additive Y-variables.
Estimation includes a linear transformation of the ?Coefficient matrix, Bp(BpTBp)-1, where Bp is the ?Coefficient matrix using only the predictive components to compute the ?Coefficient matrix (i.e., the components orthogonal to Y are not included in the ?computation of Bp). Available for OPLS and O2PLS models.
Analyze | Y-related ?profiles
Yavg
Averages of Y variables, in original units. If the ?variable is transformed, the average is in the transformed metric.
?
YObs
Y variables for the selected observation in the workset ?in original units. Can be displayed in transformed or scaled units.
?
YObsRes
Residuals of observations (Y space) in the workset, in ?original units. Can be displayed in transformed or scaled units.
?
YObsResPS
Residuals of observations (Y space) in the predictionset, ?in original units. Can be displayed in transformed or scaled units.
?
Yws
Scaling weights of the Y variables.