We have 1,000 observations for principal component analysis (PCA). In the following principal component regression(PCR) modeling, I found that only 500 of the 1,000 observations having the outcome we are interested. Can I still use the PCA scores from the 1,000 observations in the following PCR which only includes part of those? Any drawbacks to do this way?
We plan to do PCR on multiple outcomes. All of the 1,000 observations having predictor variables (x1, x2,...x15) available. However, some of them have outcome y1 available, some have outcome y2 available. Only about 100 observations having all outcomes(y1,y2...y5) available. If our main goal is the predictive models from PCR at the end, should I use the 100 observations which have everything available from the beginning?