topic Automatic model selection. in Discussions

Automatic model selection.

thickey1 — Mon, 20 Jan 2020 22:09:50 GMT

Is there a way to automatically select the best model from a subset of predictors, where a number of predictor variables are available for predicting some outcome. I've used Mallows Cp in mini-tab but cannot seem to locate it in the Fit Model Platform in JMP.

E.G.

A = Dependent Variable

B,C,D = Independent Variables

I want to auto select the best model from these possible combinations.

A vs B

A vs C

A vs D

A vs BC

A vs BD

A vs CD

A vs BCD

Re: Automatic model selection.

txnelson — Mon, 20 Jan 2020 23:51:15 GMT

A quick search of the Statistics Index for Mallow's C(p) shows:

It is available in the Stepwise Personality under the Fit Model Platform.

The online help us available @

Stepwise Regression Control Panel

Re: Automatic model selection.

thickey1 — Tue, 21 Jan 2020 00:07:46 GMT

Awesome. Works perfect, thanks for that!