How do I construct a training set and a prediction set using JMP's multivariate platform?
The short answer is you can't. You have to do some preprocessing of the data table before using the Multivariate platform for analysis. Depending on which version of JMP you are using the workflow will be different for creating a data table with rows assigned to one of three potential groups. JMP doesn't use the word 'prediction'. It uses training, validation and test terminology. If you are the type of person who does lots of modeling where using a training, validation, and test construct is common I suggest investing in JMP Pro. Here's the capability explained in JMP Pro: Make Validation Column (jmp.com) The workflow in standard JMP is more klugey but can be done. Like I said,,,if training/validation/test is common in your analytics workflow you should purchase JMP Pro.
Assuming you have JMP Pro, this would be done in before you start the multivariate analysis, in the Analyze...Predictive Modeling...Make Validation Column menu selection.
