[R-sig-eco] R-sig-ecology Digest, Vol 9, Issue 9
Philip Dixon
pdixon at iastate.edu
Fri Dec 12 15:55:45 CET 2008
Finding a good summary of the X matrix and finding good predictors of Y are
two very different objectives.
PCA on the X matrix followed by regression works well when you believe that
the relevant information for predicting Y lies in one of the first few
eigenvectors. The relevant information for prediction may be in one of the
last eigenvectors.
I suggest you consider PLS regression (PLS partial least squares) or the LASSO.
There are R packages for both.
Philip Dixon
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