7.00.02 - Principal Component Regression - Aster Analytics

Teradata Aster® Analytics Foundation User GuideUpdate 2

Product
Aster Analytics
Release Number
7.00.02
Published
September 2017
Language
English (United States)
Last Update
2018-04-17
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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.