leave-one-out and CV analyses

[Siavoush Dastmalchi]

Hi there,

I will appreciate it if could kindly let me know if it is possible to perform a leave-one-out (LOO) analysis in multiple linear regression (MLR) using SPSS. The type of data is as followings:

(dependent variable)               ( independent variables)
y1                                  x11    x12    x13    ...    x1n
y2                                  x21    x22    x23    ...    x4n
.
.
.
yk                                  xk1    xk2    xk3    ...    xkn

Any script or macro for doing such analysis much appreciated.

Regards,

S Dastmalchi