Dear all, I have 100 x 5 data matrix and 100 x 1 response vector. I have calculated Hat matirx and the diagonal of the matrix. Now I want to know if the diagonals say something about future prediction( Mean square error for preidiction)? Can I get variance explained for future data?
Thanks alot -- Linda Garcia [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.