Fitting Linear Models • Stepwise Regression Models • The Model Averaging Option • Example Using the Model Averaging Option
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Example Using the Model Averaging Option
1.
Select Help > Sample Data Library and open Fitness.jmp.
2.
Select Analyze > Fit Model.
3.
Select Oxy and click Y.
4.
Select Runtime, RunPulse, RstPulse, and MaxPulse and click Add.
5.
For Personality, select Stepwise.
6.
Click Run.
7.
From the red triangle menu next to Stepwise, select Model Averaging.
8.
Enter 3 for the maximum number of terms, and keep 0.95 for the weight cutoff.
Figure 4.25 Model Averaging Window
9.
Click OK.
Figure 4.26 Model Averaging Report
In the Model Averaging report, average estimates and standard errors appear for each parameter. The standard errors shown reflect the bias of the estimates toward zero.
10.
Click Save Prediction Formula to save the prediction formula in the original data table.

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Help created on 7/12/2018