press: prediction sum of squares

In asbio: A Collection of Statistical Tools for Biologists

prediction sum of squares

Description

Calculates PREdiction Sum of Squares (PRESS) for a linear model.

Usage

press(lm, as.R2 = FALSE)

Arguments

lm	An object of class lm.
as.R2	Logical. Whether or not output should be expressed as predicted R^2, i.e., PRESS/TSS.

Details

The press statistic is calculated as:

\sum_{i=1}^{n}d_i^2

where

d_i = \frac{e_i}{1-h_{ii}}

where h_{ii} is the ith diagonal element in the hat matrix.

Value

Returns the PRESS statistic.

Author(s)

Ken Aho

References

Kutner, M. H., Nachtsheim, C. J., Neter, J., and W. Li (2005) Applied Linear Statistical Models, 5th edition. McGraw-Hill, Boston.

See Also

cor

Examples

Y <- rnorm(100)
X <- rnorm(100)
press(lm(Y ~ X))

asbio documentation built on May 29, 2024, 5:57 a.m.