Principal component regression (PCR)

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 ?

1 Comment

Attach your dataset. Try the Regression Learner App on the Apps tab of the tool ribbon.

Sign in to comment.

Answers (0)

Categories

Asked:

on 24 Sep 2021

Commented:

on 25 Sep 2021

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!