//! Names Default To Here( 1 ); dt = Open( "$SAMPLE_DATA/Diabetes.jmp" ); obj = Fit Model( Y( :Y ), Effects( :Age, :Gender, :BMI, :BP, :Total Cholesterol, :LDL, :HDL, :TCH, :LTG, :Glucose ), Personality( Generalized Regression ), Generalized Distribution( Normal ), Run( Fit( Estimation Method( Lasso ), Validation Method( Holdback, 0.3 ) ) ) );