A Comparative Study of Principal Component Regression and Partial least Squares Regression with Application to FTIR Diabetes Data

In recent years, Fourier Transform Infrared (FT-IR) spectroscopy has had an increasingly important role in the field of pathology and diagnosis of disease states. The principal component regression (PCR) and the partial least squares regression (PLS) are the often proposed methods and widely used in FTIR data analysis, when the number of explanatory variable is relatively large in comparison to the samples as the least squares estimator may fail in such situations. They provide biased estimators with the relatively smaller variation than the variance of the least squares estimators. In this paper, a FTIR diabetes dataset is used in order to examine the performance of the two biased regression models on prediction. The conclusion is that for prediction PCR and PLS provides similar results which require substantial verification for any claims as to the superiority of any of the two biased regression methods.