The differences encountered when running the same model type on the
same set of data in The Unscrambler and other software are generally
due to different variable scalings.
In The
Unscrambler, the PCA and Regression dialogs show a "Weights" button in
the X-variables and Y-variables sheets. By default, the weights are set
to 1.0 (that is to say: no weighting), and if left such the model will
be built on the covariance matrix. Note that this should only be done
if the variables were all measured in the same unit and scale.
If you adjust the weights to "1/SDev" the variables will be
standardized, and the model will be built on the correlation matrix.
Also note that in The Unscrambler, the data are centered by default,
this unless the "Center Data" option was un-checked. Some software
packages require a centering operation before running the model.