PRESS statistic

In statistics, the predicted residual error sum of squares (PRESS) is a form of cross-validation used in regression analysis to provide a summary measure of the fit of a model to a sample of observations that were not themselves used to estimate the model. It is calculated as the sum of squares of the prediction residuals for those observations. Specifically, the PRESS statistic is an exhaustive form of cross-validation, as it tests all the possible ways that the original data can be divided into a training and a validation set.