Consider Eq. (5.18b) where G and BT are orthogonally rotated components and loadings respectively (Theorem 5.2a). Show that the new scores G are orthogonal to the residuals δ.
![](https://test.transtutors.com/qimg/4ba1820d-8e34-45e3-867c-cd1d4645065a.png)
THEOREM 5.2
Let X = Z(r) PT(r) +δ be a PC model and let X =V(T) QT(r) + δ as in Eq. (5.17). Then
(i) Predicted values
and their sum of squares remain unchanged by T.
![](https://test.transtutors.com/qimg/0008d2c3-e475-4179-99cb-39b92403205b.png)