Principal component regression (PCR)

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Abdur Rahman
Abdur Rahman on 24 Sep 2021
Commented: Image Analyst on 25 Sep 2021
I am trying to fit PCR in a dataset. My problem is, how I can fit the regression model on another dataset say Test data after doing the PCA ? My first problem is on the dimension of test data, mismatching. If I take test data from the original one as a 70-30 then I am getting less for the fitted regressors for a suitable components but expecting a better goodness of fit. Or it's not possible to apply PCR on test data ?
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Image Analyst
Image Analyst on 25 Sep 2021
Attach your dataset. Try the Regression Learner App on the Apps tab of the tool ribbon.

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