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Fitting Linear Models > Generalized Linear Models > Generalized Linear Model Fit Report Options
Publication date: 11/29/2021

Generalized Linear Model Fit Report Options

The Generalized Linear Model Fit red triangle menu contains the following options:

Custom Test

Enables you to test a custom hypothesis. For more information about custom tests, see Custom Test.

Contrast

Enables you to test for differences in levels within a variable. If a contrast involves a covariate, you can specify the value of the covariate at which to test the contrast. For an example of the Contrast option, see Using Contrasts to Compare Differences in the Levels of a Variable.

Inverse Prediction

(Available only for continuous X variables.) Enables you to predict an X value, given specific values for Y and the other X variables. For more information about the Inverse Prediction option, see Inverse Prediction.

Covariance of Estimates

Shows or hides a covariance matrix for all the effects in a model. The estimated covariance matrix of the parameter estimator is defined as follows:

Σ = -H-1

where H is the Hessian (or second derivative) matrix evaluated using the parameter estimates on the last iteration. Note that the dispersion parameter, whether estimated or specified, is incorporated into H. Rows and columns corresponding to aliased parameters are not included in Σ.

Correlation of Estimates

Shows or hides a correlation matrix for all the effects in a model. The correlation matrix is the normalized covariance matrix. For each σij element of Σ, the corresponding element of the correlation matrix is σij/σiσj, where Equation shown here.

Profilers

Shows a submenu of the following profilers:

Profiler

Shows or hides a prediction profiler for examining prediction traces for each X variable. For more information about the prediction profiler, see Profiler.

Contour Profiler

Shows or hides an interactive contour profiler. For more information about the contour profiler, see Contour Profiler in Profilers.

Surface Profiler

Shows or hides a 3-D surface profiler. For more information about the surface profiler, see Surface Plot in Profilers.

Diagnostic Plots

Shows a submenu of plots of residuals, predicted values, and actual values. These plots enable you to search for outliers and determine the adequacy of your model. For more information about deviance, see Model Selection and Deviance. The following plots are available:

Studentized Deviance Residuals by Predicted

Shows or hides a plot of studentized deviance residuals on the vertical axis and the predicted response values on the horizontal axis.

Studentized Pearson Residuals by Predicted

Shows or hides a plot of the studentized Pearson residuals on the vertical axis and the predicted response values on the horizontal axis.

Deviance Residuals by Predicted

Shows or hides a plot of the deviance residuals on the vertical axis and the predicted response values on the horizontal axis.

Pearson Residuals by Predicted

Shows or hides a plot of the Pearson residuals on the vertical axis and the predicted response values on the horizontal axis.

Regression Plot

(Available only when there is one continuous predictor and no more than one categorical predictor.) Shows or hides a plot of the response on the vertical axis and the continuous predictor on the horizontal axis. A regression line is shown over the points. If there is a categorical predictor in the model, each level of the categorical predictor has a separate regression line and a legend appears next to the plot.

Linear Predictor Plot

(Available only when there is one continuous predictor and no more than one categorical predictor.) Shows or hides a plot of responses transformed by the inverse link function on the vertical axis and the continuous predictor on the horizontal axis. A transformed regression line is shown over the points. If there is a categorical predictor in the model, each level of the categorical predictor has a separate transformed regression line and a legend appears next to the plot.

Save Columns

Shows a submenu of options that enable you to save certain quantities as new columns in the current data table. For more information about the residual formulas, see Residual Formulas.

Prediction Formula

Creates a formula column in the current data table that predicts the model.

Predicted Values

Creates a column in the current data table that contains the values predicted by the model.

Mean Confidence Interval

Creates columns in the current data table that contain the 95% confidence limits for the prediction equation for the model. These confidence limits reflect the variation in the parameter estimates.

Note: You can change the α level for the confidence limits in the Fit Model window by selecting Set Alpha Level from the Model Specification red triangle menu.

Save Indiv Confid Limits

Creates columns in the current data table that contain the 95% confidence limits for a given individual value for the model. These confidence limits reflect variation in the error and variation in the parameter estimates.

Note: You can change the α level for the confidence limits in the Fit Model window by selecting Set Alpha Level from the Model Specification red triangle menu.

Deviance Residuals

Creates a column in the current data table that contains the deviance residuals.

Pearson Residuals

Creates a column in the current data table that contains the Pearson residuals.

Studentized Deviance Residuals

Creates a column in the current data table that contains the studentized deviance residuals.

Studentized Pearson Residuals

Creates a column in the current data table that contains the studentized Pearson residuals.

Model Dialog

Shows the completed launch window for the current analysis.

Effect Summary

Shows or hides the Effect Summary report, which enables you to interactively update the effects in the model. See Effect Summary Report.

See Local Data Filters in Reports, Redo Menus in Reports, and Save Script Menus in Reports in Using JMP for more information about the following options:

Local Data Filter

Shows or hides the local data filter that enables you to filter the data used in a specific report.

Redo

Contains options that enable you to repeat or relaunch the analysis. In platforms that support the feature, the Automatic Recalc option immediately reflects the changes that you make to the data table in the corresponding report window.

Save Script

Contains options that enable you to save a script that reproduces the report to several destinations.

Save By-Group Script

Contains options that enable you to save a script that reproduces the platform report for all levels of a By variable to several destinations. Available only when a By variable is specified in the launch window.

Want more information? Have questions? Get answers in the JMP User Community (community.jmp.com).