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Super User

## Validating a general regression cox model with an External Data Set

Is this possible?  Even if I put in a validation column in fit model to split the data, all I get for validation options are AICc & BIC.

*EDIT* I found an example of what I mean.

``````dt = Open("\$SAMPLE_DATA\VA Lung Cancer.jmp");
dt << Fit Model(
Censor( :censor ),
Censor Code( "1" ),
Y( :Time ),
Effects( :Cell Type, :Treatment, :Prior, :Age, :Diag Time, :KPS ),
No Intercept,
Personality( "Generalized Regression" ),
Generalized Distribution( "Cox Proportional Hazards" ),
Run(
Fit( Estimation Method( Maximum Likelihood ), Validation Method( None ) ),
Fit(
Estimation Method( Lasso( Adaptive ) ),
Validation Method( AICc ),
Set Solution ID( 143 ),
Parameter Estimates for Centered and Scaled Predictors( 1 )
)
),
SendToReport(
Dispatch(
{"Adaptive Lasso with AICc Validation", "Solution Path"},
"Fit Generalized Solution Path",
FrameBox,
{DispatchSeg( Line Seg( 4 ), {Line Width( 3 )} )}
)
)
);``````

I actually did make a validation column here and here was the fit model dialog.  It's weird that's it's not transferring the validation column to the script (the script was made mostly by JMP).

Vince Faller - Predictum
4 REPLIES 4
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Staff

## Re: Validating a general regression cox model with an External Data Set

The script continually opens the data table from the JMP Sample Data folder. Did you add the validation column and save the data table? If the column is missing then it will be deleted from the launch dialog / analysis.

Learn it once, use it forever!
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Super User

## Re: Validating a general regression cox model with an External Data Set

I have the validation column in there, I only included the script to show that  save script doesn't have a validation column in it.  But when I specifically do a cox model. Everything besides AICc and BIC are greyed out.  THe left is normal distribution, the right is cox.

Vince Faller - Predictum
Highlighted
Staff

## Re: Validating a general regression cox model with an External Data Set

The Validation Column method is not available for the Cox Proportional Hazards model in Generalized Regression, as noted here:

http://www.jmp.com/support/help/13/Model_Launch_Control_Panel.shtml#456887

Validation Column
• Uses the column specified in the Fit Model window as having the Validation role. The final solution is the one that minimizes the negative log-likelihood for the validation set. This option is not available when the specified Distribution is Quantile Regression or Cox Proportional Hazards.
Michael Crotty
Sr Statistical Writer
JMP Development
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Super User