"Liaw, Andy" <[EMAIL PROTECTED]> writes: > one needs to be lucky to have the first few PCs correlate well to > the response in case of PCR.
Which is one reason PLSR is often preferred over PCR in at least the field of chemometrics. Since the components of PLSR maximise the covariance with the response, the first few components are usually more correlated to the response than PCs. For spectroscopists, the PLSR loadings are often very interpretable, and are much used to qualitatively validate the model. -- Bj�rn-Helge Mevik ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
