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The Logistic w Loss.jmp data table in the Nonlinear Examples sample data folder has an example for fitting a logistic regression using a loss function. The Y column contains ones for events and zeros for non-events. The Model Y column has the linear model, and the Loss column has the loss function. In this example, the loss function is the negative log-likelihood for each observation, or the negative log of the probability of getting the observed response.
1.
Select Help > Sample Data Library and open Nonlinear Examples/Logistic w Loss.jmp.
2.
Select Analyze > Specialized Modeling > Nonlinear.
3.
Assign Model Y to the X, Predictor Formula role.
4.
Assign Loss to the Loss role.
Figure 13.11 Nonlinear Launch Window
5.
Figure 13.12 Nonlinear Fit Control Panel
6.
Figure 13.13 Solution Report

Help created on 3/19/2020