Mechanical parameter analysis is a complicated issue since it is influenced by many factors. Closely related with the influencing factors of compressibility coefficients of rock material (sandstone), this article first introduces the way to process partial least square regression (PLSR) analysis. The process of carrying out PLSR is divided into six steps as for analysis and prediction of the regression model, which are data preparation, principle collection, regression model for first principle component, secondary principle analysis, establishment of final regression model and number determination of principal component l. And then introduces PLSR for application of analysis and prediction of compressibility coefficients with 30 experiment samples. Seven prediction samples are carried out by PLSR with the training process of 30 samples. The result shows PLSR has good accuracy in prediction under the condition that the model is properly deprived based on certain experimental samples. Finally, some conclusions are made for further study on both mechanical parameters and partial least square regression method.