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Principal Components Regression 3
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set.seed(1)
x <- model.matrix(medv ~ ., Boston)[, -1]
y <- Boston$medv
train <- sample(1:nrow(Boston), nrow(Boston) / 2)
test <- (-train)
y.test <- y[test]
pcr.fit <- ...
pcr.pred <- ...
pcr.mse <- ...
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