ISYE6501 WEEK 6 HOMEWORK solution

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Question 9.1
Using the same crime data set as in Question 8.2, apply Principal Component Analysis and then create a
regression model using the first few principal components. Specify your new model in terms of the
original variables (not the principal components), and compare its quality to that of your solution to
Question 8.2. You can use the R function prcomp for PCA. Note that to first scale the data, you can
include scale. = TRUE to scale as part of the PCA function. Don’t forget that, to make a prediction
for the new city, you’ll need to unscale the coefficients (i.e., do the scaling calculation in reverse!)