Just a “heads-up.”
I’ve been editing a
two-part three-part series Nina Zumel is writing on some of the pitfalls of improperly applied principal components analysis/regression and how to avoid them (we are using the plural spelling as used in following Everitt The Cambridge Dictionary of Statistics). The series is looking absolutely fantastic and I think it will really help people understand, properly use, and even teach the concepts.
Frankly the material would have worked great as an additional chapter for Practical Data Science with R (but instead everybody is going to get it for free).
Please watch here for the series.
The complete series is now up:
- Principal Components Regression, Pt.1: The Standard Method
- Principal Components Regression, Pt. 2: Y-Aware Methods
- Principal Components Regression, Pt. 3: Picking the Number of Components
Data Scientist and trainer at Win Vector LLC. One of the authors of Practical Data Science with R.