Title

A Note on the Prediction Sum of Squares Statistic for Restricted Least Squares

Document Type

Article

Publication Date

2000

Abstract

There is a well-known simple formula for computing prediction sum of squares (PRESS) residuals in a regression problem without having to refit the curve for each observation. This note shows that the same basic result holds for fitting a regression function when the regression coefficients are subject to linear constraints.

DOI

10.2307/2686028