> On Apr 10, 2016, at 9:38 AM, David Winsemius <[email protected]> wrote: > >> >> On Apr 10, 2016, at 3:11 AM, Murray Efford <[email protected]> wrote: >> >> 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] > > influence.lm is just saying you should be looking at lm.influence > > #Try typing: > lm.influence > > Admittedly the meat of that function is probably encapsulated in C with the > results delivered by: > > res <- .Call(C_influence, mqr, do.coef, e, tol) > > Perhaps looking at: > > https://svn.r-project.org/R/trunk/src/library/stats/src/influence.c > > > I haven't been following the rest of the thread so this is just commenting on > your difficulties reading R code.
When I do attempt filling in blanks in my knowledge regarding PRESS, I am reminded by MarkMail that this question came up 5-6 years ago and I went looking for an answer: http://markmail.org/search/?q=list%3Aorg.r-project.r-help+PRESS#query:list%3Aorg.r-project.r-help%20PRESS+page:1+mid:k2mbz5sov5eo5ejw+state:results I also see that other packages have implemented PRESS at least as reported by others: Subject: [R] I need help computing PRESS statistics (qpcR package) of...: From: Francisco Goes ([email protected]) Date: Jun 4, 2014 4:05:03 pm I tried a current search, although I admit that the fact that "press" is an acronym shared by other topics does seem to complicate that process. I counted 9 packages with PRESS functions even after excluding the ones related to "the Press" and "protein residues" when I did a search with: sos::findFn("PRESS") -- David. > > -- > > David. > > >> >> ________________________________________ >> 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. > > David Winsemius > Alameda, CA, USA > > ______________________________________________ > [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. David Winsemius Alameda, CA, USA ______________________________________________ [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.
