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.
... View more