Ensemble Modeling in JMP

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See how to  make ensemble models (models of models) in JMP 16 Pro using the Model Screening platform.  Ensemble models often are better predictors than individual models. 

Ensemble Model Set-Up Options

1. Build multiple models to choose the best models. Analyze>Predictive Models> Model Screening.
   1. Add Factors and Response and include Validation column.
   2. Choose and select Methods, Options, Folded consolidation, and Modeling Options.
   3. Click OK.
   4. Examine and compare results using R-square values in Evaluate Methods report.
   5. Pick several good models to build your ensemble model.
   6. From red triangle, Save Fast Formulas to add the model values to your data table.
2. Build ensemble model - Analyze>Predictive Model>Choose a Model and use Models and Predicted Y as Factors.  Also include Validation Column.
3. Compare R-square for ensemble model to individual model R-squares.  

Ensemble Model Results