Does Matlab provide the predicted R-squared value?

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)!

Answer 1

[Richard Ott]

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

Answer 2

[Richard Ott]

I agree, this is a major omission and should be added ASAP.