MATLAB: Linear regression for the principal components

MATLABprincipal componentregression

I am doing principal Component analysis for my research. Is it possible to make linear regression with the principal components in Matlab with statistical toolbox? I have seen a mathworks documents describes orthogonal regression using PCA. I have 10 principal components and how can I do my regression?

Best Answer

See this example.

Related Solutions

MATLAB: I there any built in tool in MATLAB that perform Principle Component Analysis

Matlab's PCA is called

princomp

You can find out using

lookfor principal

Which results in my system in

pcacov                         - Principal Components Analysis (PCA) using a covariance matrix.
pcares                         - Residuals from a Principal Components Analysis (PCA).
princomp                       - Principal Components Analysis (PCA) from raw data.
orthoregdemo                   - Fitting an Orthogonal Regression Using Principal Components Analysis
pcrsse                         - SSE for Principal Components Regression cross-validation.
plspcrdemo                     - Partial Least Squares Regression and Principal Components Regression

MATLAB: Linear regression

% Define sample data.
X = [1,2,3,4,5,6,7,8,9];
Y = [4 5 6 9 8 7 4 1 2];
% Do the plotting:

plot(X, Y, 'bo', 'LineWidth', 3, 'MarkerSize', 15);
grid on;
% Maximize the figure window.
set(gcf, 'units','normalized','outerposition',[0 0 1 1]);
% Label the various parts of the plot.
fontSize = 20;
title('lowcalorie Plot', 'FontSize', fontSize);
xlabel('X', 'FontSize', fontSize);
ylabel('Y', 'FontSize', fontSize);
coefficients = polyfit(X, Y, 1);
fittedY = polyval(coefficients, X);
hold on;
% Do the plotting:
plot(X, fittedY, 'rs-', 'LineWidth', 3, 'MarkerSize', 15);
legend('Y', 'Fitted Y');

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Related Solutions

MATLAB: I there any built in tool in MATLAB that perform Principle Component Analysis

MATLAB: Linear regression

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