How to run standard least square regression 1000 times with different validations?

S_Xue

How to run standard least square regression 1000 times with different validations (bootstrap: 1000 validation and training groups)? In the results file, there are RSquares for different groups and 1000 iterations, and the factor profiling results. Thank you.

 

Dear all,

I am a new learner of JMP Pro. I got the data of 7 different predictors and one response factor. I want to do the standard least square regression 1000 times with different validations. To compare this analysis with neural networks, this can do this easily with the script Validation Method („Holdback“, 0.1). 

Now I can get the RSquares successfully. But I still do not know how to get the factor profiling (the importance of each predictor) results for different validations.

 

Previously, I was replied from a kind JMP staff that I can use this script to get RSquares for different validations in Least Square Regression. (https://community.jmp.com/t5/Discussions/How-to-make-different-validation-automatically-using-JMP-script/m-p/65523)

dt<<Make Validation Column(
	Training Set( 0.90 ),
	Validation Set( 0.10 ),
	Test Set( 0.00 ),
	Formula Random

 

Thank you.   

MikeD_Anderson

I think what you want to do (assuming you have JMP Pro) is just right click on the statistic that you want to bootstrap on (i.e. the RSquare the Cross-validation section of the Fit Model Report) and select Bootstrap. You can then choose the number of iterations and it will generate a data table and report of the results.