This example uses the Nor.jmp data table, where X is an explanatory variable and Y is the response variable. First, you explore the relationship between X and Y to determine the appropriate link function to use in the Generalized Linear Model personality of the Fit Model platform.
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Select Analyze > Fit Y By X.

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Y by X Results for Nor.jmp
You can see that Y varies nonlinearly with X and that the variance is approximately constant. Therefore, a normal distribution with a log link function is appropriate to model these data; that is, log(μi) = xi'β so that μi = exp(xi'β).
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Select Analyze > Fit Model.

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In the Personality list, select the Generalized Linear Model.

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In the Distribution list, select Normal.

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Click Run.
