Press Statistic

[deleted_user]

How may I perform a "leave-one-out" validation with a specified regression model and data set in SAS? This is associated with Weisberg (1985) and the PRESS procedure.

[Olivier]

Check out the PRESS option, in the MODEL statement of the REG procedure. this is related to creating a dataset with coefficients in it (primarly for use in the Score procedure).
[pre]
PROC REG DATA = sashelp.class OUTEST = work.estimates ;
MODEL weight = height age / PRESS ;
RUN ; QUIT ;
PROC PRINT LABEL NOOBS ;
RUN ;
[/pre]
I don't know if there are equivalents in GLM, LOGISTIC, GENMOD or GLIMMIX procedures (if so, I haven't used them).

[MaryA_Marion]

Is there a way to print out the individual press residuals?

Mary

PROC REG DATA = sashelp.class OUTEST = work.estimates ;
MODEL weight = height age / PRESS ;
RUN ; QUIT ;
PROC PRINT LABEL NOOBS ;
RUN ;