Dear R-help, Does anybody know where can I find R/Splus code for computing PREdiction Sum of Squares (PRESS) in a linear regression model?
I have a large regression model (~100 predictors, ~30,000 cases) and good prediction is the main goal. I remember there is a faster way to compute it (no need to repeatedly fit models), but if there is existing code...... Thanks. Mai Z ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
