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thickey1
Community Trekker

Automatic model selection.

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

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txnelson
Super User

Re: Automatic model selection.

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

mallows.PNG

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

The online help us available @

Stepwise Regression Control Panel 

Jim

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2 REPLIES 2
Highlighted
txnelson
Super User

Re: Automatic model selection.

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

mallows.PNG

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

The online help us available @

Stepwise Regression Control Panel 

Jim

View solution in original post

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thickey1
Community Trekker

Re: Automatic model selection.

Awesome. Works perfect, thanks for that!
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