Fitting Linear Models > Stepwise Regression Models > Validation Options in Stepwise Regression
Publication date: 04/12/2021

Validation Options in Stepwise Regression

To perform cross validation for stepwise regression models in JMP, click the Stepwise Fit red triangle and select K-Fold Crossvalidation. See K-Fold Cross Validation in Stepwise Regression.

Image shown hereIn JMP Pro, you can specify a Validation column in the Fit Model window. A validation column must have a numeric data type and should contain at least two distinct values.

If the column contains two values, the smaller value defines the training set and the larger value defines the validation set.

If the column contains three values, the values define the training, validation, and test sets in order of increasing size.

If the column contains four or more distinct values and the response is continuous, these values define folds for k-fold validation.

For more information about using a Validation column, see Validation Set with Two or Three Values in Stepwise Regression.

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