Does Matlab provide the predicted R-squared value?

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Andreas Lemke
Andreas Lemke 2015-2-24
回答： Richard Ott 2019-2-1
In Regression analysis the predictied R-Squared value gives information regarding overfittting and prediction of a model. This information is additional to the adjusted R-Squared value. However I can not find a Matlab function that provides the Predicted R-Squared value (Neither in the Curve fitting toolbox nor in the statistical toolbox)!

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回答（2 个）

Richard Ott
Richard Ott 2019-2-1
I found a workaround for this issue:
  • Download the press tool (https://ch.mathworks.com/matlabcentral/fileexchange/14564-press?s_tid=srchtitle)
Then:
lm = fitlm(X,'Y~x1+x2)
pr = press(X)
rPred = 1-pr/lm.SST
Richard Ott
Richard Ott 2019-2-1
I agree, this is a major omission and should be added ASAP.

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