Loading in PCA

In chemometrics, the letter p is widely used for loadings in PCA (and partial least-squares [PLS]). It is common in chemometrics to normalize the lengths of loading vectors to 1 that means p p = 1 m is the number of variables. The corresponding... 

A second possibility is to use some estimate of the variance of the loadings. This can be done by the jackknife method due to Quenouille and Tukey (see [37]) or by Efron s bootstrap method [38] (the colourful terminology stems from the expressions jack of all trades and master of none and lifting yourself up by your own bootstraps ). The use of the bootstrap to estimate the variance of the loadings in PCA has been described [39] and will not be elaborated upon further. The jackknife method is used partly because it is a natural side-product of the cross-validation and therefore computationally non-demanding and partly because the jackknife estimate of variance is used later on in conjunction with PLS. 

The normalized eigenvectors / are the canonical variables for the matrix X similar to the factor loadings in PCA. 

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