I'm running a linear regression in SPSS and would like to obtain the PRESS statistic. I don't see a way to get this. Is it available in SPSS?
Resolving The Problem
The PRESS statistic, or predicted residual sum of squares, is the sum of the squared deleted residuals. This is not provided automatically by SPSS Statistics. However, since the deleted residuals can be saved in the SPSS REGRESSION procedure (Linear Regression in the menus), you can save these, square them, and use a descriptive statistics procedure to obtain the sum.
For example, specify Analyze>Regression>Linear. Specify the dependent and predictor variables. Click on the Save button. In the Residuals section of the Save dialog, check the box for Deleted. Click Continue, then OK in the main dialog. The first time deleted residuals are saved to a dataset when running REGRESSION from the dialog boxes the variable saved will be named DRE_1. To compute a squared version specify Transform>Compute Variable. Specify a name for the new variable to be created, such as DR2. For the Numeric Expression specify DRE_1**2 and click OK. Then, to obtain the sum, specify Analyze>Descriptive Statistics>Descriptives. Select the newly created squared variable. Click on the Options button. Check the box for Sum. Click Continue. Then click OK in the main dialog.
16 April 2020