The documentation for the Fit Model Platform has the following statement:
In the following situations, the Lack of Fit report does not appear because the test statistic
cannot be computed:
• There are no replicated points with respect to the X variables, so it is impossible to
calculate a pure error sum of squares.
• The model is saturated, meaning that there are as many estimated parameters as
there are observations. Such a model fits perfectly, so it is impossible to assess lack of fit.
The documentation is available from the pull down menus in JMP:
Help==>Books==>Fitting Linear Models
Jim