I'm interested in writing some model selection functions (for linear
regression models, as a start), which incorporate the PRESS criterion since
it, to my knowledge, is not currently implemented in any available model
selection procedure.

I thought it would be simplest to build on already existing functions like
regsubsets in package leaps.  It's easy enough to calculate the PRESS
criterion for a fitted lm object, but I'm having trouble deciphering the
structure of the regsubsets objects that leaps works with.  Is there any way
to calculate press from a regsubsets?  Or, to put it another way, can I get
the residual vector and the diagonal entries of the hat matrix from a
regsubsets object?  In fact, if the hat matrix is never calculated
explicitly, the columns of Q from the QR factorization would suffice.

Thanks,
Andrew Smith

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