I saw many comments on how to run a validation for a jmp pro version, that unfortunately I don't have.
In jmp 15, when I open the Fit Model, there is no box to add the validation column.
So, what I did was to create manually a validation column, with 60% data for training, 20% for validation and 20% for testing.
I build the model based on the training dataset, and I can see the predictions for the validation and testing set.
How can I generate the R^2 and other fit details for the validation dataset on the model that is build on the training set?
I am assuming you excluded the test data when fitting the model (I'm not sure what you did about the validation data - if you excluded that as well, then the test data is redundant - otherwise, I'm not sure what purpose the validation data served in your analysis). Unexclude all the rows and use Fit Y by X, with Y as the predictions and X as the actual values - and put Validation in the By box. You will get separate plots (and R-squared) for each subset.