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,
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