Pietrzykowski, Matthew (GE, Research)
2007-Jun-13 14:20 UTC
[R] Obtaining the cross validation coefficient of determination
Hello - I am currently working through some MLR models and wanted to perform cross validation to assess the model's prediction error. As a Minitab user prior to discovering R, I was able to view the PRESS statistic and the resultant cross validation R^2. Is there a canned function already present that does this or should I go ahead and just right a user defined function? Along the same lines, is there an easy way to extract the Sum of Squares column from an ANOVA analysis in order to compute the total sum of squares? Thanks in advance. Matt Pietrzykowski [[alternative HTML version deleted]]