Table 2 Percentage of variance accounted for in the block of covariates (VAFX) and in the outcome \(\left (r(y,\hat {y})^{2}\right)\) by each of the SPCovR and SGCCA components
From: Obtaining insights from high-dimensional data: sparse principal covariates regression
| Â | Â | Component 1 | Component 2 |
|---|---|---|---|
SPCOVR | VAFX | 0.10 | 0.08 |
| Â | \(r(y,\hat {y})^{2}\) | 0.01 | 0.40 |
SGCCA | VAFX | 0.07 | 0.04 |
| Â | \(r(y,\hat {y})^{2}\) | 0.79 | 0.20 |