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.
In 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.