Hello, When using the Stepwise platform, JMP helps you to make the model with the best R² / R²adj. I would like to get the model with the best PRESS criteria (Predicted Error Sum of Squares). How would it be possible to do that? I know you can get the PRESS information once the model is built, but I would like to be sure I am building the model with the best PRESS as possible. Thank you for your help.
Since it's not available in stepwise I guess you are going to have to just build multiple models and compare the PRESS statistic. Maybe use stepwise first to get a short-list of potential models then compare the models in Fit Model. It would seem like a nice enhancement request to have it included in stepwise.