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.
Repository Citation
Tarpey, T.
(2000). A Note on the Prediction Sum of Squares Statistic for Restricted Least Squares. American Statistician, 54 (2), 116-118.
https://corescholar.libraries.wright.edu/math/190
DOI
10.2307/2686028
