In the Generalized Regression report, the red triangle menu in the reports for self-validated ensemble models contain the following options:
Regression Reports
Enables you to customize the reports that are shown for the specified model fit.
Parameter Estimates for Original Predictors
Shows or hides the Parameter Estimates report. See Reports for Self-Validated Ensemble Models.
Covariance of Estimates
Shows or hides a matrix showing the covariances of the self-validated ensemble model parameter estimates.
Correlation of Estimates
Shows or hides a matrix showing the correlations of the self-validated ensemble model parameter estimates.
Profilers
(Not available for models that contain a predictor that has the Vector modeling type.) Enables you to explore the self-validated ensemble model with a prediction profiler.
Profiler
Shows or hides the Prediction Profiler. Predictors that have parameter estimates of zero and that are not involved in any interaction terms with nonzero coefficients do not appear in the profiler. For more information about the prediction profiler, see Profiler in Profilers.
Diagnostic Plots
Provides various plots to help assess how well the self-validated ensemble model fits.
Plot Actual by Predicted
Plots actual Y values on the vertical axis and predicted Y values on the horizontal axis. If you specified a Validation column in the Fit Model specification window, a second plot labeled Test is shown for the observations held out of the SVEM procedure. This Test set corresponds to the Validation and Test sets in the Validation column.
Plot Residual by Predicted
Plots the residuals on the vertical axis and the predicted Y values on the horizontal axis. If you specified a Validation column in the Fit Model specification window, a second plot labeled Test is shown for the observations held out of the SVEM procedure. This Test set corresponds to the Validation and Test sets in the Validation column.
Save Columns
Enables you to save columns based on the fitted model to the data table.
Save Prediction Formula
(Available only when the specified Distribution is Normal.) Saves a column to the data table that contains the prediction formula for the self-validated ensemble model. The prediction formula does not contain zeroed terms. See Statistical Details for Distributions for mean formulas.
Save Resample Formulas
Saves multiple columns to the data table. A column group called SVEM Samples contains one formula column per individual model. These columns are saved as hidden columns. The next column is a prediction formula for the self-validated ensemble model. The next column contains the standard error formula for the self-validated ensemble model. The final column contains the median prediction from the self-validated ensemble model for each row.
Publish Prediction Formula
Creates prediction formulas and saves them as formula column scripts in the Formula Depot platform. If a Formula Depot report is not open, this option creates a Formula Depot report. See Formula Depot in Predictive and Specialized Modeling.
Remove Fit
Removes the report for the fit.