Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and here for more.

Exercise - Perform a PCR by successive application of PCA and MLR

Principal component regression (PCR) may be carried out as consecutive application of PCA and MLR. Go to the  DataLab  using the data set BENZ500 which contains spectral information (NMR) and the relative octane numbers for various brands of gasoline (courtesy of R. Meusinger ).

Try to estimate the octane number (variable ROZ) from the spectral information by using a combination of PCA and MLR. Keep in mind that the principal component analysis should be carried out without the ROZ variable.

Compare the results to the direct application of PCR (which is of course much more convenient).