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Mar 25, 2015

How do I get prediction/confidence intervals on predictions from a Bootstrap Forest model?

 Hi all,

I need to get confidence/prediction intervals on predictions from a bootstrap forest model in JMP pro.

I would like to extract formulas and values in data table columns (predictions & confidence intervals) and be able to visualize the intervals in the prediction profiler as well. This is possible for the least square models by extracting the ‘Prediction Formula’ and the ‘StdErr Pred Formula’ from the 'Save Columns' under the Fit Model Platform. Can the same thing be done for the Bootstrap Forest predictions in JMP 14.2?

I would like to have an interactive answer.

Thanks in advance!