Multiple Linear Regression with Fit and Cross Validation Statistics
What it does
The function mlr.m generates an MLR model fit and does `leave one out’ cross-validation of the model. Measures of R-squared, Adjusted R-squared, root-mean-square error of calibration (RMSEC), and root-mean-square error of cross-validation (RMSECV) are printed to the screen. The function also generates a table with the true and fitted values are along with the relative percent error (RPE) and upper and lower limits of an approximate 95% confidence interval on future observed values assuming normality. An example “session” with mlr.m taken from the MATLAB command window is shown below.
The mlr.m function generates several plots, such as the actual versus fitted values with error bounds (shown below) and actual vs. leave one out calibration predictions.
Requirements for running corrmap
- MATLAB 4.2 or 5.0
- No other toolboxes required
Pacific Northwest National Laboratory – Battelle
e-mail: email@example.com : firstname.lastname@example.org phone : (509) 372-4729 375-2678 (pete) fax: (509) 375-3614 372-4725 (pete)