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Spectral Simulation Study on the Influence of the Principal Component Analysis Step on Principal Component Regression

Volume 60, Number 1 (Jan. 2006) Page 95-98

Hasegawa, Takeshi

Principal component regression (PCR) is unique in that the principal component analysis (PCA) step is explicitly involved in the central part of the method. In the present paper, the PCA part is examined in order to study the influence of noise in spectra on PCR by spectral simulation. It has been suggested, as a result, that PCR calibration would have a large inaccuracy when the estimated number of basis factors analyzed by the eigenvalue method is less than that by cross-validation, which was studied by use of synthesized spectra. This instability is because the minute noise is largely enhanced by the PCA calculation via the normalization of loadings. At the same time, the noise enhancement by PCA has also been characterized to influence the estimation of basis factors.