Discuss the question of whether we should add principal components to increase the predictive power of the
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Discuss the question of whether we should add principal components to increase the predictive power of the regression model and/or reduce the standard error. Arm yourself for this discussion by incrementing your optimal number of components by 1, running the PCA, performing the regression with the additional component, and then comparing your standard error and R2 to the earlier model.
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Data Mining And Predictive Analytics
ISBN: 9781118868676
2nd Edition
Authors: Daniel T Larose, Chantal D Larose
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