[R] PRESS alternative

Andrej Kastrin andrej.kastrin at gmail.com
Mon Jan 12 13:01:27 CET 2009


Dear all,

Using lm models one can calculate predicted residual sum of squares 
(PRESS) statistic to select appropriate number of prediction variables 
in lm model.

Is there any alternative to PRESS statistic for lda (linear discriminant 
analysis) model where predicted outcome variable is categorical?

Thanks in advance for any suggestion.

Best, Andrej




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