What you say "should work" does work. proc factor data=correl score NFACT=15 outstat=fact; run; proc score data=raw score=fact out=scores; run; If you use NFACT=15, the FACT data set contains scoring coefficients for the first 15 factors. PROC SCORE projects the raw data onto the first 15 factors. The variables are FACTOR1-FACTOR15. Those variables are the first 15 principal components: the linear combinations that best explain the variation in the data.
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