Re: Press

["Hugh Jones" <hajones@dlwc.nsw.gov.au>]

fit <- lm(y ~ x)
resid(fit)/(1-hat(qr(model.matrix(fit))))            # PRESS residuals

PRESS <- sum((resid(fit)/(1-hat(qr(model.matrix(fit)))))^2)      #PRESS statistic

 

I would be surprised if there is not already a function to do this. Try searching

 

http://www.statsci.org/s/index.html  or the s-news archives

 

 

 

 

Hugh Jones
Senior Biometrician
Centre for Natural Resources
NSW Depart. Land & Water Conservation
PO Box 3720, Parramatta NSW 2124

 

Tel:    61-2- 9895 7628
Fax:   61-2- 9895 7867

>>> "Jacob van Wyk" <jlvw@rau.ac.za> 02/27/03 07:22pm >>>
Hallo

Can anybody please help? How can I get the PRESS (predicted sum of
squares) criterion?

Thank you
Jacob

Jacob L van Wyk
Department of Mathematics and Statistics
Rand Afrikaans University
P O Box 524
Auckland Park 2006
South Africa
Tel: +27-11-489-3080
Fax: +27-11-489-2832


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