[R] PRESS and P2 statistics in R

[David Winsemius]

If you search with the  Vignettes  button checked at the RSiteSearch  
destination for "prediction error sums of squares" you find that the  
mixOmics package provides a function that returns PRESS. Whether that  
is a recommended approach to model scoring seems questionable,  
however. It looks very much like a jack-knife or LOOCV and those are  
known to be sub-optimal. The authors of the vignette do not recommend  
it, either.

I do not know what P2 might represent. IANAS.

-- 
David.
On May 25, 2010, at 10:30 AM, Alex Roy wrote:

> Hello all,
>               Is there any function in R by which I can calculate  
> PRESS and
> P2 statistics for linear regression in R?
>
> Thanks
>
> Alex


David Winsemius, MD
West Hartford, CT