JMP 13 Fitting Linear Models

Chapter 6 

Generalized Regression Models

Build Models Using Variable Selection Techniques

The Generalized Regression personality of the Fit Model platform is available only in JMP Pro.

In JMP Pro, the Fit Model platform’s Generalized Regression personality provides variable selection techniques, including shrinkage techniques, that specifically address modeling correlated and high-dimensional data. Two of these techniques, the Lasso and the Elastic Net, perform variable selection as part of the modeling procedure.

Large data sets that contain many variables typically evidence multicollinearity issues. Modern data sets can include more variables ...