[R] PRESS again

[Torsten Hothorn]

> Sorry for the repeat.
> The PRESS statistic is defined as
> sum(y-yhat(i))^2, where yhat(i) denotes the ith predicted value using
> all the data except the ith case (as used typically in linear models).
> Thanks again
> Jacob
>


library(ipred)
errorest(y ~., data=mydata, model=lm, estimator="cv",
               est.para=control.errorest(k=nrow(mydata)))

does the job, given that your data is organized in a data.frame "mydata"
with numeric response "y".

Torsten




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> Jacob L van Wyk
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