#### 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.

#### 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