Timeline for Principal component regression loadings show nothing
Current License: CC BY-SA 3.0
9 events
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| Feb 5, 2016 at 18:46 | answer | added | cbeleites | timeline score: 1 | |
| Jul 8, 2015 at 15:14 | comment | added | JimB | @amoeba. Thanks. I will look at that. But one can certainly have a case where the principal component that explains the least amount of variation is the best predictor. For whatever it's worth, my other issue (which might also be unfounded) is that principal components (with or without a regression aspect) is many times applied completely ignoring the experimental design or how the data was collected. | |
| Jul 8, 2015 at 15:02 | comment | added | amoeba | @Jim, as an aside, principal components regression is intimately related to ridge regression, and can be seen as a particular form of regularization. Nobody complains that ridge regression works "in isolation" from the dependent variable, but this is often said about PCR; in fact, they are not very much different. See e.g. The Elements of Statistical Learning for details, or search this site for relevant discussions. | |
| Jul 8, 2015 at 14:27 | comment | added | JimB |
If you are using the pls package, you can obtain the loadings with the command loadings(pmodel). As @amoeba suggests, you might want to expand on your objective to obtain more appropriate help. The rationale for principal components regression has always escaped me because one is doing a manipulation of the predictor variables in complete isolation of the dependent variable and somehow expecting to get better predictions especially if one only uses the principal components that "explain" most of the variation in the predictor variables. (And this should work for all possible dep. vars?)
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| Jul 8, 2015 at 13:16 | comment | added | rnso | You should clarify which library is loaded for pcr() function? Is it qualityTools package? | |
| Jul 8, 2015 at 13:12 | comment | added | amoeba | What do you mean "why can't I see my loadings"? What exactly did you expect to see and why the output that you copy-pasted does not satisfy you? | |
| Jul 8, 2015 at 13:11 | history | edited | amoeba | CC BY-SA 3.0 |
Removing [pca-regression] tag whish is not needed (pca-regression = pca + regression)
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| Jul 4, 2015 at 20:19 | review | First posts | |||
| Jul 4, 2015 at 20:24 | |||||
| Jul 4, 2015 at 20:15 | history | asked | Tinker | CC BY-SA 3.0 |