I noticed the same problem and am sure the data is properly centered and scaled by the PLS procedure. I also used the centering/scaling output table from PROC PLS and applied it to the new data in PROC SCORE. See sample code attached to reproduce the issue. The results of the last proc means show a ~20% difference between the original factor generated by RRR and the factor generated by PROC SCORE (and the % difference is the same for all observations.) If any thoughts on what I may be missing or assuming incorrectly, please advice.
Was this issue ever resolved? I am facing the same problem. I can replicate the standardization of my input xvars from PROC PLS METHOD=RRR output (in PROC STDIZE), but the PROC SCORE results after applying the xweights do not match.
I think you might want to contact SAS technical support to have them track down if this is an error in SAS; or if SAS is working properly and it's your mistake. They will probably forward you (although I can't guarantee that they will) to people who are very familiar with how PLS METHOD=RRR works. I have not seen anyone here in the SAS Community with that knowledge.
Thank you! I'll report back.
From conversations with SAS Technical Support, re: how to generate xscores from the PROC PLS method=RRR procedure in a new dataset, there are limited options:
1. Use an IML module (the best way and their recommendation)
2. Set all response values to missing in the new dataset. Append the new dataset to the original dataset in which you have both predictor and response values. Run PROC PLS with the number of factors suggested by the original dataset. All observations will receive xscores (including the new dataset, scored by the response/predictor model from the original dataset).
The instructions in PROC PLS documentation for saving output and utilizing PROC SCORE apparently refer to saving the parameter estimates and generating the predicted values, but do not give any opportunity to replicate the xscore.
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