I'm a new user of JMP (JMP 13.1.0). I have a question please: Is it possible to perform an linear discriminant analysis with cross-validation (leave-one-out method) in this version of the software?
Leave-one-out cross validation is not available in LDA, but it is in JMP Pro's GenReg. If your outcome is binary and you have JMP Pro, consider running a logistic regression from GenReg, which is considered as an alternative approach to LDA and is often preferred. http://www.jstor.org/stable/2286261?seq=1#page_scan_tab_contents
You will need JMP Pro 13 to run Discriminant Analysis and Leave-one-out cross-validation is an option there as well. You would run this through the Fit Model platform.
Hello: There are other great features in the discriminant platform like regularized discriminant analysis, canonical plots, interpretation of dimensions, etc. If I want to stay in the discriminant platform and perform leave-one-out validation what are the choices?