search for: lsdiag

Hello experts, as newcomer in pca, i have a question, concerning the princomp algorithm. With a dataset "r" containing 18 "input" parameters and 1 "output" parameter r[19], i got with the following fit ls <- lsfit(r[1:18],r[19]); lsdiag <- ls.diag(ls); lsdiag$std.dev a prediction error of: [1] 8.879561 what is quite reasonable. If i take only two significant important inputs, ls <- lsfit(r[1:2],r[19]); lsdiag <- ls.diag(ls); lsdiag$std.dev i will get an prediction error of: [1] 20.18148 what is not so bad...