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 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
> 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 > >
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
>
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