7.00.02 - Principal Component Regression - Aster Analytics

Teradata Aster® Analytics Foundation User GuideUpdate 2

Product
Aster Analytics
Release Number
7.00.02
Release Date
September 2017
Content Type
Programming Reference
User Guide
Publication ID
B700-1022-700K
Language
English (United States)

This part of the example uses the reduced data set, pcr1, to show how PCR works. The example regresses the response variable on the 3 score variables identified by PCA. (The number 3 is arbitrary. With a different data set, PCA might identify a different number of score variables. PCA identifies the number of score variables based on the percentage of total variance that they capture.)

For PCR, you must decide before PCA whether to normalize the input data set. For the data set that this example uses, it was appropriate.