In addition, by including only a subset of all the principal components as regressors, it can be effectively used for reducing the dimension of the explanatory variables which can be particularly useful in settings with high dimensional covariates.
It was including only a subset of all the principal components as regressors. This was in addition. It can be effectively used for reducing the dimension of the explanatory variables. This was in addition. These explanatory variables can be particularly useful in settings with high dimensional covariates.