You use the OUTPUT statement to specify a data set to receive quantities that can be computed for every input observation, such as extracted factors and predicted values. The following keywords are available:
predicted values for responses
residuals for responses
residuals for predictors
extracted factors (X-scores, latent vectors, latent variables, T)
extracted responses (Y-scores, U)
standardized (centered and scaled) responses
standardized (centered and scaled) predictors
approximate leverage
approximate predicted residuals
scaled sum of squares of score values
sum of squares of residuals for standardized predictors
sum of squares of residuals for standardized responses
Suppose that there are predictors and responses and that the model has selected factors.
The keywords XRESIDUAL and STDX define an output variable for each predictor, so names are required after each one.
The keywords PREDICTED, YRESIDUAL, STDY, and PRESS define an output variable for each response, so names are required after each of these keywords.
The keywords XSCORE and YSCORE specify an output variable for each selected model factor. For these keywords, you provide only one base name, and the variables corresponding to each successive factor are named by appending the factor number to the base name. For example, if , then a specification of XSCORE=T would produce the variables T1, T2, and T3.
Finally, the keywords H, TSQUARE, STDXSSE, and STDYSSE each specify a single output variable, so only one name is required after each of these keywords.