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LDA cross-validation

Adias

Hello,

I'm a new user of JMP (JMP 13.1.0). I have a question please: Is it possible to perform an linear discriminant analysis with cross-validation (leave-one-out method) in this version of the software?

Thank you,

Adias

Accepted answers

susan_walsh1

Within the Discriminant platform there is not a way to get leave-one-out validation. Within the Discriminant platform in JMP 14, there is an option "Cross Validate by Excluded Rows". In JMP Pro, you can create a Validation column with no more than 3 values to be used for Training, Validation, and Test sets.

All comments

jiancao

Leave-one-out cross validation is not available in LDA, but it is in JMP Pro's GenReg. If your outcome is binary and you have JMP Pro, consider running a logistic regression from GenReg, which is considered as an alternative approach to LDA and is often preferred. http://www.jstor.org/stable/2286261?seq=1#page_scan_tab_contents

Bill_Worley

Hello,

You will need JMP Pro 13 to run Discriminant Analysis and Leave-one-out cross-validation is an option there as well. You would run this through the Fit Model platform.

HTH

AN1

Hello: There are other great features in the discriminant platform like regularized discriminant analysis, canonical plots, interpretation of dimensions, etc. If I want to stay in the discriminant platform and perform leave-one-out validation what are the choices?

susan_walsh1

mkachl01

Dear all,

I'm trying to validate my LDA analysis, but I can't seem to find the "Cross Validate by Excluded Rows" option in my JMP15 (not PRO). Could you please help me to navigate and find that function?

I have already prepared a Validation Column and Excluded appropriate rows.

Thanks