| press {asbio} | R Documentation |
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 |
as.R2 |
Logical. Whether or not output should be expressed as predicted |
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
Examples
Y <- rnorm(100)
X <- rnorm(100)
press(lm(Y ~ X))
[Package asbio version 1.9-7 Index]