I'm interested in writing some model selection functions (for linear
regression models, as a start), which incorporate the PRESS criterion since
it, to my knowledge, is not currently implemented in any available model
selection procedure.
I thought it would be simplest to build on already existing
On Fri, 11 May 2007, Andrew Smith wrote:
> I thought it would be simplest to build on already existing functions like
> regsubsets in package leaps. It's easy enough to calculate the PRESS
> criterion for a fitted lm object, but I'm having trouble deciphering the
> structure of the regsubsets obje
The main reason for explicitly constructing the Q matrix is for the
pedagogical value of seeing it. As Thomas points out, if you want to
actually use Q in a calculation, there will almost always be a
much more efficient way of constructing the real goal of the
calculation.
For help in that constr
