[R] R/Splus code for PRESS?

Mai Zhou mai at ms.uky.edu
Thu Apr 8 07:32:48 CEST 2004

Dear R-help, 
Does anybody know where can I find R/Splus code for computing
PREdiction Sum of Squares (PRESS)
in a linear regression model?

I have a large regression model (~100 predictors, ~30,000 cases)
and good prediction is the main goal.

I remember there is a faster way to compute it (no need to
repeatedly fit models), but if there is existing code......


Mai Z

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