PRESS statistic

PRESS
In statistics, the predicted residual error sum of squares (PRESS) statistic is a form of cross-validation used in regression analysis to provide a summary measure of the fit of a model to a sample of observations that were not themselves used to estimate the model.wikipedia
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Cross-validation (statistics)

cross-validationcross validationLeave-one-out cross-validation
In statistics, the predicted residual error sum of squares (PRESS) statistic is a form of cross-validation used in regression analysis to provide a summary measure of the fit of a model to a sample of observations that were not themselves used to estimate the model.
An extreme example of accelerating cross-validation occurs in linear regression, where the results of cross-validation have a closed-form expression known as the prediction residual error sum of squares (PRESS).

Statistics

statisticalstatistical analysisstatistician
In statistics, the predicted residual error sum of squares (PRESS) statistic is a form of cross-validation used in regression analysis to provide a summary measure of the fit of a model to a sample of observations that were not themselves used to estimate the model.

Regression analysis

regressionmultiple regressionregression model
In statistics, the predicted residual error sum of squares (PRESS) statistic is a form of cross-validation used in regression analysis to provide a summary measure of the fit of a model to a sample of observations that were not themselves used to estimate the model.

Overfitting

overfitover-fittedover-fit
Models that are over-parameterised (over-fitted) would tend to give small residuals for observations included in the model-fitting but large residuals for observations that are excluded.

Stepwise regression

forward selectionStepwisestepwise selection
Usually, this takes the form of a sequence of F-tests or t-tests, but other techniques are possible, such as adjusted R 2, Akaike information criterion, Bayesian information criterion, Mallows's C p, PRESS, or false discovery rate.