Thank you both. I have 64-bit JMP installed. I have seen this sort of nifty update caption box for certain plug-ins I use, and it's definitely very useful for large jobs. I have JMP Pro 16 and the EA3 for JMP Pro 17. I wonder if they could be linked to where progress in one is reflected in the other?
My issue seems to be somewhat platform (and problem)-specific and speaks to the need for response variable reduction (surely a HUGE area of research and interest). If I run a very large job under generalized regression, it will give me a progress bar. For partial least squares, it will SOMETIMES (but not always) show me a progress message of "cross-validating to find the best dimension" but not all the time. I think part of this is my fault, since I gave JMP Pro a somewhat impractical task as a sort of thought exercise: 1-16 Y's (i.e., not too many) vs. 500,000 X's (third-order factorial of 96 predictors). Some of these third order terms DO make sense to test, but certainly not all 500,000. But of course manually deleting 100,000 terms would be impractical, so I may play around with trying to reduce the model complexity using DOE or maybe randomly selecting random subsets of the 96 predictors to test in higher-order factorials. I'm also considering using Gen-Reg's "best-subsample" or even predictor screen to weed out the uninformative terms, but then I worry that I might exclude a term that is not useful by itself but IS useful when interacting with another term. Based on Clay Barker's excellent webinar yesterday, it seems like pruned forward selection and several other Gen-Reg estimation methods actually do something like this, where they consider the interaction of a new term with a previous term, keeping it if it lowers the AICc (or whichever response metric you use) and excluding it if not, so maybe simply putting in the 96 predictors (with no interactions or quadratics) into Gen-Reg, using pruned forward selection, identify the optimal suite of predictors (which will ideally be <96), then test 2nd or 3rd-order factorials of those in PLS or Gen-Reg. I'm going to try this today.
Anderson B. Mayfield