Frank Harrell demonstrates a way to use PCA to reduce dimensionality with regression modeling strategies. His Course Notes (pdf) is a good reference point for

Frank Harrell demonstrates a way to use PCA to reduce dimensionality with regression modeling strategies. His Course Notes (pdf) is a good reference point for multiple strategies on regression. http://biostat.mc.vanderbilt.edu/wiki/Main/RmS http://biostat.mc.vanderbilt.edu/wiki/Main/RmS