[R] PRESS again

[Liaw, Andy]

That seems like an overkill, don't you think?  PRESS can be expressed as:

sum { e_i / (1 - h_i) }^2

so all you need are residuals() and hat().

Andy

> -----Original Message-----
> From: Torsten Hothorn [mailto:Torsten.Hothorn at rzmail.uni-erlangen.de]
> Sent: Thursday, February 27, 2003 10:26 AM
> To: Jacob van Wyk
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] PRESS again
> 
> 
> 
> 
> > 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
> 
> 
> 
> 
> >
> >
> > 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
> >
> >
> > ______________________________________
> >
> > VRYWARING
> >
> > Die inhoud en enige aanhegsels van hierdie elektroniese 
> posboodskap is
> > vertroulik en net vir die genoemde geadresseerdes bedoel.
> >
> > Verspreiding, aanstuur, publikasie of enige gebruik van die 
> boodskap of
> > aanhegsels deur enige ongemagtigde persoon is streng verbode.
> >
> > Die menings wat in hierdie boodskap uitgedruk word, tensy anders
> > vermeld, is die van die skrywer en nie van die Randse Afrikaanse
> > Universiteit of sy Bestuur nie.
> >
> > Gebruikersbeleide van die Randse Afrikaanse Universiteit is 
> beskikbaar
> > by:
> > http://www.rau.ac.za/disclaimer
> >
> > DISCLAIMER
> >
> > The contents and any attachments of this electronic mail message are
> > confidential and intended only for the named addressees.
> >
> > Dissemination, forwarding, publication or other use of the 
> message or
> > attachments by any unauthorised person is strictly prohibited.
> >
> > The views expressed in this message are, unless otherwise 
> stated, those
> > of the author and not those of the Rand Afrikaans University or its
> > management.
> >
> > User policies of the Rand Afrikaans University are available at:
> > http://www.rau.ac.za/disclaimer
> >
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > http://www.stat.math.ethz.ch/mailman/listinfo/r-help
> >
> >
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> http://www.stat.math.ethz.ch/mailman/listinfo/r-help
> 

------------------------------------------------------------------------------