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schilakwad
Level I

Is there a way to constrain a model so predictions are limited within a certain response range?

Hi, 

 

I have a space-filling DoE with a response that ranges from 0 to 100%, is there a way to constrain the model (specifically a Gaussian Process model, if possible) so that model predictions are don't go below 0 and above 100%? I'm using JMP Pro 15, if that helps. 

 

Thank you, 

Shama

 

 

4 REPLIES 4

Re: Is there a way to constrain a model so predictions are limited within a certain response range?

You might have to break this into several steps. You might apply the logit transform to your response (be sure to represent it as 0 to 1, not 0 to 100). Fit this new response, save the model, then back transform the predictions.

schilakwad
Level I

Re: Is there a way to constrain a model so predictions are limited within a certain response range?

That's great, thank you. I'll give that a try! 

Re: Is there a way to constrain a model so predictions are limited within a certain response range?

This suggestion is commonly performed in logistic regression, which is modeling the proportion (probability) of an outcome. The logit function converts the [0,1] variable to [-inf,+inf]. Here is the back transform:

 

back transform.PNG

 

The Lin[x] in this formula would be replace by your prediction formula column.

schilakwad
Level I

Re: Is there a way to constrain a model so predictions are limited within a certain response range?

Thank you, that's really helpful.