Hotelling T²

🕵️‍♂️ What is this?

This is the internal "monitor" of the model.

It measures how far a sample point is from the center of the model. If a point is too far (T² is very large), it means it's still within the model space but is maverick.

🧐 How to read?

• Red Line (Limit): This is the warning line (95% or 99% confidence limit).
• Points:
  • Below red line: Normal, everyone is playing together.
  • Above red line: Abnormal, ran to the corner.

🛠️ How to use?

Note: This chart has a lasso function for selecting abnormal parameters.

• Catch strong outliers: If a point has a very high T², it means its feature values are extreme (such as very high temperature).
• Combine with Score Plot: Check the Score Plot to see if it's really isolated.