
 
Dear Members:
 
I am trying to applied a Principal Component Regression using the pls package and the next formula:
 
PCA<-pcr(Beta~XCT+XCLa+XCLb+XCLc+XCLd+XCLe+XCLf+XCLg+XCLh,
data=mydata,ncomp=15,validation="LOO",method="svdpc", model=TRUE, y=TRUE, x=TRUE)

where XCT is a matrix of cuantitatives variables and each one of  XCL are cualitatives variables. 
 
I can estimate the coefficient matrix using:
 
coef(PCA,comps=5)
 
As far I understand, the PCR perform a multilple regression analysis of the response variable against the reduced set of principal components, using OLS. The results coefficients are transformed into a new set of coefficients (those in coef(PCA,comps=5)) that correspond to a mathematic transformation of the original ones. 
 
My question is: Can I see the t values for the final coefficents estimated in coef(PCA,comps=5) or can I have the results of the OLS equation?. In other case which is the best way to analyse the significance of the variables?
 
Thanks!!
 
Karla Hernández Villafuerte
 
  		 	   		  
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