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Data Science Statistics

Principal Components Regression: A Three-Part Series and Upcoming Talk

Well, since the last time I posted here, the Y-Aware PCR series has grown to three parts! I’m pleased with how it came out. The three parts are as follows: Part 1: A review of standard “x-only” PCR, with a worked example. I also show some issues that can arise with the standard approach. Part […]

Categories
Data Science Statistics

Principal Components Regression: A Two-Part Series

I’m kicking off a two-part series on Principal Components Regression on the Win-Vector blog today. The first article demonstrates some of the pitfalls of using standard Principal Components Analysis in a predictive modeling context. John Mount has posted an introduction to my first article on the Revolutions blog, explaining our motivation in developing this series. […]