Feb 18, 2015
I worked with the stepwise platform to find a model in JMP 10.
My question deals with a comparison of the estimates that I get directly from the stepwise platform to those I receive after I choose run/make model.
If I select manually in the stepwise platform 2 variables of interest (x1, x2) to explain a certain y,
within the stepwise window the estimates are:
R^2 = 0.30,
x1 -> p = 0.002
x2 -> p = 0.92
I was interested in these variables and therefor I ran the model.
I got the following estimates in the fit least square window (after pressing "run")
R^2 = 0.69
x1 -> p < 0.0001
x2 -> p < 0.0001.
I checked the VIF, and both have the exact same VIF of 1.26 (same 7 digits after the dot)
In the past I saw differences between the estimates that stepwise offered and the actual model but they were never so big.
Right now I do not feel that I can work with the stepwise platform with this data set.
Can someone offer an explanation, or say what additional information I should provide?