Is this possible? Even if I put in a validation column in fit model to split the data, all I get for validation options are AICc & BIC.
*EDIT* I found an example of what I mean.
dt = Open("$SAMPLE_DATA\VA Lung Cancer.jmp");
dt << Fit Model(
Censor( :censor ),
Censor Code( "1" ),
Y( :Time ),
Effects( :Cell Type, :Treatment, :Prior, :Age, :Diag Time, :KPS ),
No Intercept,
Personality( "Generalized Regression" ),
Generalized Distribution( "Cox Proportional Hazards" ),
Run(
Fit( Estimation Method( Maximum Likelihood ), Validation Method( None ) ),
Fit(
Estimation Method( Lasso( Adaptive ) ),
Validation Method( AICc ),
Set Solution ID( 143 ),
Parameter Estimates for Centered and Scaled Predictors( 1 )
)
),
SendToReport(
Dispatch(
{"Adaptive Lasso with AICc Validation", "Solution Path"},
"Fit Generalized Solution Path",
FrameBox,
{DispatchSeg( Line Seg( 4 ), {Line Width( 3 )} )}
)
)
);
I actually did make a validation column here and here was the fit model dialog. It's weird that's it's not transferring the validation column to the script (the script was made mostly by JMP).
