Martin - Thanks, but although hatvalues() is useful for calculating PRESS, I can't find anything directly relevant to my question in the influence help pages. After some burrowing in the literature I'm doubting there is an answer out there (PRESS R^2 is always presented in a fairly ad hoc way). This is a new topic, as you say, and perhaps better handled on a statistics list. Murray Efford
[BTW stats ::: influence.lm just gets me function (model, do.coef = TRUE, ...) lm.influence(model, do.coef = do.coef, ...) <bytecode: 0x00000000081023b8> <environment: namespace:stats> which is not very helpful] ________________________________________ From: Martin Maechler <[email protected]> Sent: Sunday, 10 April 2016 4:07 a.m. To: Murray Efford Cc: peter dalgaard; Duncan Murdoch; [email protected] Subject: Re: [R] R.squared in summary.lm with weights >>>>> Murray Efford <[email protected]> >>>>> on Fri, 8 Apr 2016 18:45:33 +0000 writes: > Thanks for these perfectly consistent replies - I didn't > understand the purpose of m = sum(w * f/sum(w)) and saw it > merely as a weighted average of the fitted values. My > ultimate concern is how to compute an appropriate weighted > TSS (or equivalently, MSS) for PRESS-R^2 = 1 - PRESS/TSS = > 1 - PRESS/ (MSS + PRESS). Do you think it then makes sense > to substitute the vector of leave-one-out fitted values > for f here? --> A new topic really. I think you should find the answer on the help pages (and in the source) of ? influence.measures (which documents a host of such functions) and ? influence Note that influence is S3 generic and methods(influence) indicates that the 'lm' and 'glm' methods are hidden. Of course I do recommend reading the real R source code (which also contains the comments and has some logical order in all the function definitions), but you can use stats ::: influence.lm to show a version of the function that looks not too different from the source. Martin Maechler, ETH Zurich ______________________________________________ [email protected] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
