Rick,

Thanks for the clear introduction about PCR. I have two questions:

First, in either SAS procedure for PCR, could we conduct the 95% confidence intervals of the transformed estimated coefficients?
Second, theoretically, the number of principal components is fewer than the number of original variables. Thus, when converting the estimated coefficients of principal components, the matrix rank is no longer full rank, so how come can the estimated coefficients of principal components be converted to the estimated coefficients of original variables?