Re: Prediction and Tolerance Interval for the Profiler ToolQuick note for other JMP users. There is a workaround to visualize at least prediction intervals in the Prediction Profiler.
Save the PredSE Formula and add the MSE to that formula (see picture below with the example of 9.1816). Select both columns (PredFormula and PredSE) in the Profiler and you get an approximate 95% PI.
You have to manual adapt each PredSE formula and that can be time-consuming in cases where you have multiple responses.
Re: Prediction and Tolerance Interval for the Profiler ToolWith the help of @ih it was possible to find an automated way to adapt all PredSE Formula columns at once.
Simply run the code and go to the Profiler where you can combine the PredFormula with the adapted PredSE formula in order to visualize the PI for each model instead of a CI.
Use the following code:
// Select all PredSE columns
dt = currentdatatable();
Col_List = dt << Get Column Names("String");
for(i = 1, i <= N Items(Col_List),i++,
If(Contains(Col_List[i], "PredSE"),
Column(Col_List[i]) << Set Selected(1);
);
);
dt << Get Selected Columns;
//'fix' each selected column formula by manipulating the formula as a string
for each( {col, c}, dt << Get Column References( dt << Get Selected Columns ),
newf = regex(
char(col << Get Formula),
"(.* \* (\d+\.?\d*))",
"\1 + \2"
);
//show(Parse(newf));
Eval( Eval Expr(
col << Set Formula( Expr( Parse(newf) ) )
) );
);Re: Prediction and Tolerance Interval for the Profiler Tool@Marco_ I believe you can export this formula directly from some platforms such as fit model (see below screenshot), but I agree it would be nice to see that as shaded regions right in the profiler.
Re: Prediction and Tolerance Interval for the Profiler Tool@ih
Thanks for the info. What you need to export is the StdErr Pred Formula. However, bot export tools (StdErr Pred Formula and Indiv Confidence Limit Formula) only gives you the Confidence Interval instead of the Prediction Interval. Thus, the manual adaption is necessary until JMP implements this.
Re: Prediction and Tolerance Interval for the Profiler ToolIt would be good to have a save formula for tolerance intervals to mirror what we can already get with confidence and prediction intervals.
Re: Prediction and Tolerance Interval for the Profiler Tool - Status changed to: Acknowledged@Marco_ - Thank you for your suggestion! We have captured your request and will take it under consideration.
Re: Prediction and Tolerance Interval for the Profiler Tool@Sarah-Sylvestre
Thanks a lot! I guess it would be highly appreciated by the cummunity if a save CI/PI/TI formula button is available in all model regression plattforms (including GLM, mixed model etc.)
Re: Prediction and Tolerance Interval for the Profiler Tool - Status changed to: Duplicate@Marco_ Hello, this is a duplicate of a feature request that we are already reviewing. We have documented your feedback and will be considering this for inclusion in a future release.
Re: Prediction and Tolerance Interval for the Profiler Tool@Marco_ The request that this duplicates is not from the community wishlist, but came in through our technical support team. The request was almost the same, as it asked for PI in the prediction profiler. We amended that request to include that you asked for TI as well, which is being considered.
Re: Prediction and Tolerance Interval for the Profiler Tool@Sarah-Sylvestre
Thanks for the information. Could you send me a link to the feature request here in the community which address exactly my request?
Re: Prediction and Tolerance Interval for the Profiler Tool@Sarah-Sylvestre Thanks for pointing that out. I was a bit afraid that I have overlooked an older post in the community.
Since you evaluating this feature now. It would be important to offer PIs and TIs not only in the 'Standard Least Squares' platform but also in the Mixed Model and Generalized Regression platform. Moreover, please allow the export of these intervals in form of formula columns as it is currently already possible with CIs.
Re: Prediction and Tolerance Interval for the Profiler Tool - Status changed to: Investigating@Marco_ @ih Status is changed to investigating as we are looking into possibly implementing this in a future release. Changed status from "duplicate" because there is no duplicate wishlist item, as this is a duplicate of an internal tech support track.
Re: Prediction and Tolerance Interval for the Profiler Tool@Marco_ Thank you for all of your suggestions related to adding prediction and tolerance intervals throughout JMP! Some of the suggestions you made in the comments are not related to the prediction profiler, so if you haven't already, please submit a separate wishlist item for those requests. We like to have 1 request per wishlist item if possible. Thank you!
Re: Prediction and Tolerance Interval for the Profiler ToolThis is a great suggestion from @Marco_ ! Please implement this asap!
Prediction and Tolerance Interval for the Profiler ToolThe Profiler is a powerfull tool in JMP and widely used for the analysis and interpretation of Design of Experiment models.
To make prediction about future runs, the uncertainity of a model has to be considered. However, JMP is currently limited to confidence intervals, which only allow to make predictions about the range where the true mean falls into. Prediction and tolerance intervals on the other side would extend this so single runs or even for a poportion of a population.
Other software tools such as DesignExpert offer these options already for years and I guess many other JMP users would appreacitae such an option in one of the future JMP versions.
Basic Data Analysis and ModelingData Exploration and VisualizationRe: Prediction and Tolerance Interval for the Profiler Tool - Status changed to: Yes, Stay Tuned!Re: Prediction and Tolerance Interval for the Profiler Tool@Sarah-Sylvestre , thanks for delivering with JMP18.
Re: Prediction and Tolerance Interval for the Profiler Tool - Status changed to: DeliveredAvailable in JMP 18.
Re: Prediction and Tolerance Interval for the Profiler ToolMany thanks for having added prediction intervals in the profiler !
Next step would be to use the same distribution in the Simulator ! So far, only a Normal is available, not accounting for the design support, which makes it very optimistic (remember in DoE, degrees of ofreedom are often low). A Student's t with d.f. from the model and the information from the design matrix (i.e. the same as in the prediction interval) could be used ? I raised this request few years ago (along with the PI in the profiler) so maybe is it in the pipe ?
Thanks,
