Remove "Data type ( Numeric)", and remove the word SET. I would also include a variable that points to your dataset.
column("VALUE") << Data Type ( Character);
or better yet:
column(dt, "VALUE") << Data Type ( Character);
where dt points to your data table.
My original example shortened a bit:
dt = Open( "$SAMPLE_DATA/Big Class.jmp" );
column(dt, "Height") << Data Type( Character );