Dear all ,
I want to do PRESS (prediction error sums of squares)
or the residual mean square error of prediction (RMSEP) which will give me
value that is valid for 'future predictions of independent data'. I am
using different methods for example, Multiple Linear Regression, LASSO
regression, Ridge Regression, Elastic Net regression etc.
I am wandering if there are some package(s) in "R" or some
websites/materials for such type of method.
Thanks and regards
Alex
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