You save the PCA scores, then use these scores as the X-variables in your regression.
I was just wondering if there is another way of doing it so I could verify me results.
You are implying that the results of PROC PLS with the PCR option need to be verified somehow?? I'm not aware of any such need to verify that PROC PLS is giving the right results, it seems to me that SAS has done that already so you don't have to.
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