Principal Components Regression in R, an operational tutorial

Win-Vector LLC's Dr. Nina Zumel has just started a two part series on Principal Components Regression that we think is well worth your time. You can read her article here. Principal Components Regression (PCR) is the use of Principal Components Analysis (PCA) as a dimension reduction step prior to linear regression. It is one of the best known dimensionality reduction techniques and a staple procedure in many scientific fields. We often find ourselves having to often remind readers that this last reason is not actually positive.