topic Re: MSEP for crossvalidation &quot;leaving one out&quot; in SAS Programming https://communities.sas.com/t5/SAS-Programming/MSEP-for-crossvalidation-quot-leaving-one-out-quot/m-p/236662#M43373 I don't think there's an easy way, I think you need to write a macro to do it. Here's an example of bootstrap or Jackknife and your request would be very similar:<BR /><BR /><A href="http://support.sas.com/kb/24/982.html" target="_blank">http://support.sas.com/kb/24/982.html</A><BR /><BR />There will also be lots of papers on Lexjansen.com<BR /><BR />David Cassell's paper is well written and has good sample code on the Jackknife method (leave one out) that will also work for you. <BR /><BR /><A href="http://www.lexjansen.com/wuss/2009/anl/ANL-Cassell.pdf" target="_blank">http://www.lexjansen.com/wuss/2009/anl/ANL-Cassell.pdf</A> Thu, 26 Nov 2015 20:40:05 GMT Reeza 2015-11-26T20:40:05Z MSEP for crossvalidation "leaving one out" https://communities.sas.com/t5/SAS-Programming/MSEP-for-crossvalidation-quot-leaving-one-out-quot/m-p/236660#M43371 <P>HI</P> <P>&nbsp;</P> <P>Could someone show me/help me how to get the MSEP (mean square error of prediction) using crossvalidation "leaving one out" for a model linear model?&nbsp;</P> <P>&nbsp;</P> Thu, 26 Nov 2015 20:15:29 GMT https://communities.sas.com/t5/SAS-Programming/MSEP-for-crossvalidation-quot-leaving-one-out-quot/m-p/236660#M43371 dan12345 2015-11-26T20:15:29Z Re: MSEP for crossvalidation "leaving one out" https://communities.sas.com/t5/SAS-Programming/MSEP-for-crossvalidation-quot-leaving-one-out-quot/m-p/236662#M43373 I don't think there's an easy way, I think you need to write a macro to do it. Here's an example of bootstrap or Jackknife and your request would be very similar:<BR /><BR /><A href="http://support.sas.com/kb/24/982.html" target="_blank">http://support.sas.com/kb/24/982.html</A><BR /><BR />There will also be lots of papers on Lexjansen.com<BR /><BR />David Cassell's paper is well written and has good sample code on the Jackknife method (leave one out) that will also work for you. <BR /><BR /><A href="http://www.lexjansen.com/wuss/2009/anl/ANL-Cassell.pdf" target="_blank">http://www.lexjansen.com/wuss/2009/anl/ANL-Cassell.pdf</A> Thu, 26 Nov 2015 20:40:05 GMT https://communities.sas.com/t5/SAS-Programming/MSEP-for-crossvalidation-quot-leaving-one-out-quot/m-p/236662#M43373 Reeza 2015-11-26T20:40:05Z