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PCR and PLS Regression in R by api-285777244 is a document available to read on EtoBox.

This document summarizes the use of principal component regression (PCR) and partial least squares regression (PLS) on baseball salary data. PCR and PLS are applied to select important variables and reduce dimensionality. 10-fold cross-validation is used to evaluate the models. For both PCR and PLS, the cross-validated RMSE decreases as more components are added, leveling off around 7 components. PLS performs slightly better than PCR with a lower RMSE.

Author

api-285777244

Language

EN