1.
Select Help > Sample Data Library and open Equity.jmp.
2.
Select Analyze > Predictive Modeling > Partition.
3.
Select BAD and click Y, Response.
4.
Select LOAN through DEBTINC and click X, Factor.
5.
4.
The columns Prob(BAD==Good Risk) and Prob(BAD==Bad Risk) contain the formulas that Informative Missing utility uses to classify the credit risk of future loan applicants. You are interested in how this model performs in comparison to a model that does not use informative missing.
2.
De-select Informative Missing.
The columns Prob(BAD==Good Risk) 2 and Prob(BAD==Bad Risk) 2 contain the formulas that do not use the informative missing utility.
Figure 4.22 ROC Curves for Models with (Left) and without (Right) Informative Missing
1.
Select Analyze > Predictive Modeling > Model Comparison.
2.
Select Prob(BAD==Good Risk), Prob(BAD==Bad Risk), Prob(BAD==Good Risk) 2, and Prob(BAD==Bad Risk) 2 and click Y, Predictors.
3.
Figure 4.23 Measures of Fit from Model Comparison

Help created on 7/12/2018