Fitting Linear Models • Stepwise Regression Models • Using Validation
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Using Validation
In JMP, you can perform cross-validation by selecting the K-Fold Crossvalidation option from the Stepwise Fit red triangle menu. See K-Fold Cross Validation.
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.
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If the column contains two values, the smaller value defines the training set and the larger value defines the validation set.
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If the column contains three values, the values define the training, validation, and test sets in order of increasing size.
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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.

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Help created on 7/12/2018