Hi,
I need to compute a prediction R-squared for a linear regression. I
have figured out how to compute Allen's PRESS statistic (using the PRESS
function in the MPV library), but also want to compute the R-squared
that goes along with this statistic. I have read that this is computed
like an adjusted R-squared, but using the same regressions that are used
to compute the PRESS statistic. I am trying to duplicate the prediction
R-squared that is computed in Minitab.
Thanks for any help!
Tom
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