[R] what is mvrCv PRESS?

From: Markus Mühlbacher <muehliman_at_yahoo.com>
Date: Fri, 21 Mar 2008 10:36:53 -0700 (PDT)

   Hello!
   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,
   Markus


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References

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Received on Fri 21 Mar 2008 - 17:41:47 GMT

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