Hello!
I have a problem with the multivariante regression function mvr (PLS
package) with leave-one-out validation.
In the value ...$validation there are the $PRESSs listed. I found in the
literature PRESS is the sum of squares of observed minus predicted. Well, I
don't understand how PRESS can grow with a better model (which indicated by
more the use of more latent variables and a higher R-squared).
In fact my curve plotting the PRESS against the number of latent variables
has a minimum, which is another point I don't really understand. I apologize
if my questions are silly, but I am a newbie in this context.
I just don't know get it how the PRESS value is calculated and I would
kindly appreciate it if somebody could help me with this topic.
Best wishes,
Markus
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