Automatic model selection.Is there a way to automatically select the best model from a subset of predictors, where a number of predictor variables are available for predicting some outcome. I've used Mallows Cp in mini-tab but cannot seem to locate it in the Fit Model Platform in JMP.
E.G.
A = Dependent Variable
B,C,D = Independent Variables
I want to auto select the best model from these possible combinations.
A vs B
A vs C
A vs D
A vs BC
A vs BD
A vs CD
A vs BCD
Re: Automatic model selection.Awesome. Works perfect, thanks for that!Re: Automatic model selection.A quick search of the Statistics Index for Mallow's C(p) shows:
It is available in the Stepwise Personality under the Fit Model Platform.
Stepwise Regression Control Panel
