Begin by opening the Boston Housing.jmp sample data table.
1.
2.
On the Column Info window, select Random from the Initialize Data list.
3.
Select the Random Indicator radio button.
4.
1.
Select Analyze > Fit Model.
2.
Select mvalue and click Y.
3.
Select the other columns (except validation) and click Add.
4.
Select Stepwise in the Personality list.
5.
Select validation and click Validation.
6.
Click the Run button.
7.
Click the Go button.
8.
Click the Run Model button.
9.
Save the prediction formula to a column by selecting Save Columns > Prediction Formula on the Response red triangle menu.
Fit Model Report
1.
Select Analyze > Modeling > Partition.
2.
Select mvalue and click Y, Response.
3.
Select the other columns (except validation) and click X, Factor.
4.
Select validation and click Validation.
5.
Select Bootstrap Forest in the Method list.
6.
7.
Select the Early Stopping check box.
8.
Select the Multiple Fits over number of terms check box.
9.
10.
Save the prediction formula to a column by selecting Save Columns > Save Prediction Formula on the Bootstrap Forest red triangle menu.
Bootstrap Forest Model
1.
Select Analyze > Modeling > Model Comparison.
3.
Select validation and click Group.
4.
Model Comparison Report
Related Information 
Introduction to Fitting Models in the Fitting Linear Models book