Model Browser User's Guide

Linear Model Statistics Displays

Summary Statistics

Observations	Number of observations used to estimate model
Parameters	Number of parameters in model
Box-Cox	Power transform used for Box-Cox transformation. A value of zero means a log transform is used. A value of 1 means there is no transformation.
PRESS RMSE	Root mean squared error of predicted errors. The divisor used for PRESS RMSE is the number of observations. The residuals are in untransformed values to enable comparison between alternative models with different Box-Cox transformations.
RMSE	Root mean squared error. The divisor used for RMSE is the number of observations minus the number of parameters. The residuals are in untransformed values, to enable comparison between alternative models with different Box-Cox transformations.

ANOVA Table

	SS	df	MS
Regression	SSR	p-1	SSR/(p-1)
Error	SSE	n-p	SSE/(N-p)
Total	SST	n-1

Diagnostic Statistics

PRESS	Predicted Error Sum of Squares.
PRESS R^2	R^2 value calculated using PRESS = (SST-PRESS)/SST. Note that this figure is sometimes negative.
R^2	R^2= (SST-SSE)/SST.
s	Root Mean Squares Error for regression = sqrt(SSE/(N-p)).

Box-Cox Transformation

PRESS Statistic