From Wikipedia, the free encyclopedia PRESS statistic
PRESS statistic
In statistics, the predicted residual sums of squares
(PRESS) statistic is used in regression analysis to provide
References
a summary measure of the fit of a model to a sample [1] http://www.statsoft.com/textbook/statistics-
of observations. These observation were not themselves glossary/p/button/p/ Statsoft:StatSoft.com
used to estimate the model. It is calculated as the sums Electronic Statistics Textbook - Statistics Glossary
of squares of the prediction residuals for those observa- (Accessed September 2011)
tions.[1][2][3] [2] Allen, D. M. (1974), "The Relationship Between
Having produced a fitted model, each of predictors is Variable Selection and Data Augmentation and a
removed and the model is refitted to the remaining Method for Prediction," Technometrics, 16,
points. The predicted value is calculated at the excluded 125–127
point and the PRESS statistic is calculated as the sum of [3] Tarpey, Thaddeus (2000) A Note on the Prediction
all the resulting errrors. Sum of Squares Statistic for Restricted Least
[4] Squares, The American Statistician, Vol. 54, No. 2,
May, pp. 116–118
[4] http://www.oga-lab.net/RGM2/
func.php?rd_id=qpcR:PRESS R Graphical
Manual:Allen’s PRESS (Prediction Sum-Of-Squares)
statistic, aka P-square (Accessed Sep 2011)
Retrieved from "http://en.wikipedia.org/w/index.php?title=PRESS_statistic&oldid=448625362"
Categories:
• Regression analysis
• Least squares
• Statistics stubs
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