turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- JMP User Community
- :
- Discussions
- :
- Partial Least Squares Regression

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Jun 17, 2013 2:43 PM
(950 views)

Hi,

I have a few questions about the k-fold cross-validation method in JMP for partial least squares regression. I would really appreciate any help you can provide.

- Are the results from the folds averaged to give the Press statistic, or is the model with the best validation statistic chosen as the final model? If the latter, would the Press statistic from leave-one-out cross-validation be more representative of the data?
- Is the "root mean Press" the same as the RMSEP (sqrt(Press/n))?

Thank you!

1 ACCEPTED SOLUTION

Accepted Solutions

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Solution

I emailed JMP Technical Support these questions and they replied as follows:

- Yes, the RMPRESS statistic is calculated from the results from different folds. And then the model with the smallest values of RMPRESS is chosen as the best model.
- RMPRESS is the square root of the average squared residual from this prediction.

Hopefully this will help anyone else with similar questions.

1 REPLY

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

I emailed JMP Technical Support these questions and they replied as follows:

- Yes, the RMPRESS statistic is calculated from the results from different folds. And then the model with the smallest values of RMPRESS is chosen as the best model.
- RMPRESS is the square root of the average squared residual from this prediction.

Hopefully this will help anyone else with similar questions.