PCA regression is a regressional model without intercept. Thus, principal components inevitably come through the origin. If you forget to center your data, the 1st principal component may pierce the cloud not along the main direction of the cloud, which would be misleading.
if you are predicting y for an unseen x, you have to add the intercept back in after prediction
- file:///C:/Documents%20and%20Settings/Karl/My%20Documents/Downloads/JDS-220.pdf
- http://www.jstor.org/discover/10.2307/2685559?uid=3739408&uid=2&uid=3737720&uid=4&sid=21103921391173