Guyz!

Can you please help with this problem.

I am applying principal component regression model on my data. I use
SAS program and PROC PRINCOMP to generate the component. My problem is
that what component to consider in my model. What should I look for?
and what should I consider to be the component to include in the model.

Is this the general form?

Y = alpha1(prin1) +...+alphaN(prinN)+Ei