[R] PCA and Regression

[Joris Meys]

PCA components are orthogonal by definition so no, that doesn't make
sense at all. Do yourself a favor and get a book on multivariate data
analysis. Two books come to mind: Obviously the one of Hair and
colleagues, called "multivariate data analysis" and easily found in a
university library (or on the internet).

The second one is "An R and S-Plus Companion to Multivariate Analysis"
by Everitt. This one you have less chance of finding in the library,
but you find it online for sale.

This is a nice introduction as well :
https://netfiles.uiuc.edu/miguez/www/Teaching/MultivariateRGGobi.pdf

Never use a chainsaw without reading the manual.

Cheers
Joris

On Tue, Jul 6, 2010 at 9:07 PM, Marino Taussig De Bodonia, Agnese
<agnese.marino09 at imperial.ac.uk> wrote:
> Hello,
>
> I am currently analyzing responses to questionnaires about general attitudes. I have performed a PCA on my data, and have retained two Principal Components. Now I would like to use the scores of both the principal comonents in a multiple regression. I would like to know if it makes sense to use the scores of one principal component to explain the variance in the scores of another principal component:
>
> lm(scores of principal component 1~scores of principal component 2+ age, gender, etc..)
>
> Please could you let me know if this is statistically sound?
>
> Thank you in advance for you time,
>
> Agnese
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-- 
Joris Meys
Statistical consultant

Ghent University
Faculty of Bioscience Engineering
Department of Applied mathematics, biometrics and process control

tel : +32 9 264 59 87
Joris.Meys at Ugent.be
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