Model Fit Options | JMP 12

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Fitting Linear Models • Generalized Regression Models • Model Fit Options

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Model Fit Options

Each model fit report has a red triangle menu with these options:

Select Nonzero Terms

Highlights terms with nonzero coefficients in the report. Also selects all associated columns in the data table. This option is not available when Ridge Regression is selected as the Estimation Method.

Select Zeroed Terms

Highlights terms with zero coefficients in the report. Also selects all associated columns in the data table. This option is not available when Ridge Regression is selected as the Estimation Method.

Hide Inactive Paths

Adjusts the transparency of the inactive paths in the Solution Path Parameter Estimates plot so that the paths that are not currently active appear faded.

Displays the Prediction Profiler. For details, see the Profilers book.

Covariance of Estimates

Displays a matrix showing the covariances of the parameter estimates. These are calculated using M-estimation and a sandwich formula (Zou, 2006, and Huber and Ronchetti, 2009).

Correlation of Estimates

Displays a matrix showing the correlations of the parameter estimates. These are calculated using M-estimation and a sandwich formula (Zou, 2006, and Huber and Ronchetti, 2009).

Inverse Prediction

Predicts an X value, given specific values for Y and the other X variables. This can be used to predict continuous variables only. For more details about Inverse Prediction, see Inverse Prediction in Standard Least Squares Report and Options.

Multiple Comparisons

Displays the Multiple Comparisons launch window. For details, see Multiple Comparisons in Standard Least Squares Report and Options. Note that the multiple comparisons are performed on the linear predictor scale. This option is not listed when there are no categorical predictors.

Diagnostic Plots

Provides three options: Diagnostic Bundle, Plot Actual by Predicted, and Plot Residual by Predicted. If a Validation column is specified or if KFold, Holdback, or Leave-One-Out is selected as the Validation Method, then plots are constructed for the training, validation, and, if applicable, test sets. If KFold or Leave-One-Out is selected, then the plots correspond to the validation set that optimizes prediction error, and its corresponding training set.

‒	Diagnostic Bundle displays a set of four graphs including a plot of residuals by predicted values, residuals by row number, a histogram of the residuals, and a histogram of the probability of observing a response larger than the observed response.

The probability histogram is a way of assessing goodness of fit of the model. The “correct” model would display an approximately uniform distribution of values. If this histogram looks approximately uniform, you should feel confident you have a good fit. If this histogram is more U-shaped, you likely have a bad fit. Note that this diagnostic is not valid for zero-inflated distributions or quantile regression.

If validation was done using a Validation Column, there is an option to select the Training, Validation, and Test sets. This option is useful to determine whether the model behaves similarly between the sets.

‒	Plot Actual by Predicted plots actual Y values on the vertical axis and predicted Y values on the horizontal axis.

‒	Plot Residual by Predicted plots the residuals on the vertical axis and the predicted Y values on the horizontal axis.

Enables you to save the following columns to the data table:

‒	Save Prediction Formula: Saves the prediction formula, given in terms of the observed (unstandardized) data values. The prediction formula does not contain zeroed terms. See Statistical Details for Distributions for mean formulas.

‒	Save Residual Formula: Saves a formula for the residuals, given in the form Y minus the prediction formula. The residual formula does not contain zeroed terms. Not available if Binomial is selected as the Distribution.

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Save Variance Formula: Saves a formula for the variance of the prediction. The variance of the prediction is calculated using the formula for the variance of the selected Distribution. The value of the parameter involved in the link function is estimated by applying the inverse of the link function to the estimated linear component. Other parameters are replaced by their estimates. See Statistical Details for Distributions for variance formulas. Not available if Binomial is selected as the Distribution.

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Save Validation Column: Only available if you choose KFold, Holdback, Leave-One-Out, or Validation Column as a Validation Method. Saves a column that describes the assignment of rows to folds. For KFold, the column lists the fold to which the row was assigned. For Holdback and Validation Column, each row is identified as belonging to the Training or Validation set. For Leave-One-Out, the row’s value indicates its order in being left out.

Note: If you selected a Validation column in the launch window, the Save Validation Column option does not appear.

Removes the report for the fit.