How to make different validation (training and validation) automatically using JMP script in standard least square regression?
I want to do standard least square regression for 1000 times and every time with a new validation. And I do not know how to do this automatically by writing a script.
I know that, for example, in predictive modeling Neural Networks we can write---- Validation Method ("Holdback", 0.1). But I do not know how to do this in Least Square Method.
If I choose a fixed validation column, in the regression analysis's script, there would be these lines:
Where( Format( :Validation ) == "Training" )
Where( Format( :Validation ) == "Validation" )
Are you using JMP Pro? Its likely if you are using JMP to build a validation column, and using the validation role in a platform.
If I were you, I would right click on the statistic I wanted to bootstrap, and then choose the bootstrap option from the bottom of the pop up menu.
or you could do it the hard way..
(this script has a JMP Pro functinon it it)
names default to here(1);
dt=New Table( "Some data",
Add Rows( 20 ),
New Column( "Response",
Numeric,
"Continuous",
Format( "Best", 12 ),
Set Values(
[-1.82545036264736, 0.728246959467525, -1.00696633045675,
-1.94845973713604, -0.0621517489644272, 1.31940922160903,
-1.39078111154494, 2.44117449478401, -0.209184441663871,
-1.09379674103266, 1.64814151733151, -1.31764655696586,
0.0254040089481649, -0.755512000894789, -1.2826579879211,
0.589914544061201, 2.36144445064629, 0.379635414475524,
-3.78801173090372, -0.434943374358309]
)
),
New Column( "Factor",
Numeric,
"Continuous",
Format( "Best", 12 ),
Set Values(
[-1.6221491198447, 1.28782659216483, -2.76536700522009,
-1.94258144594943, -0.66656328643386, 1.22476702284507,
-1.92374219399329, 0.343884151691415, -0.0708634559705932,
-1.96753984956401, 2.36508689631865, -1.3102347891645,
-0.359555016603859, -1.89982154229024, -2.31502621519621,
1.18810219397683, 1.7928172570621, 1.19417348867999, -1.68736902315671,
0.0111059935344733]
)
)
);
dtc=New Table( "Crossvalidation table",
Add Rows( 0 ),
New Column( "RSquare",
Numeric,
"Continuous",
Format( "Fixed Dec", 12, 4 ),
Set Selected,
Set Values( [] )
),
New Column( "RASE",
Numeric,
"Continuous",
Format( "Fixed Dec", 12, 5 ),
Set Selected,
Set Values( [] )
),
New Column( "Freq",
Numeric,
"Continuous",
Format( "Best", 12 ),
Set Selected,
Set Values( [] )
)
);
for (i=1, i<=10, i++,
dt<<MAKE validation="" column=""></MAKE>