Does anyone have experience with approaches for selecting the number of sparse principal components to include in a regression model?

**Answer**

While I don’t have direct insights about your question, I ran across some **research papers**, which might be of your interest. That is, of course, if I understand correctly that you are talking about *sparse PCA*, *principal component regression* and related topics. In that case, here are the papers:

**Attribution***Source : Link , Question Author : Frank Harrell , Answer Author : Aleksandr Blekh*