Example of Confidence Intervals Using Bagging
In this example, use the bagged standard errors to obtain confidence intervals around predictions for a Neural Network model.
Fit Neural Network
1. Select Help > Sample Data Folder and open Tiretread.jmp.
2. Select Analyze > Predictive Modeling > Neural.
3. Select ABRASION and click Y, Response.
4. Select SILICA, SILANE, and SULFUR and click X, Factor.
5. Click OK.
6. (Optional) Enter 123456 next to Random Seed.
Note: Results vary due to the random nature of choosing a validation set in the Neural Network model. To reproduce the results shown in this example, set the Random Seed.
7. Click Go.
Perform Bagging and Launch the Profiler
1. Click the red triangle next to Model NTanH(3) and select Profiler.
2. Click the Prediction Profiler red triangle and select Save Bagged Predictions.
3. Enter 100 next to Number of Bootstrap Samples.
4. (Optional) Enter 123456 next to Random Seed.
Note: Results vary due to the random nature of sampling with replacement. To reproduce the results in this example, set the Random Seed.
5. Click OK.
6. In the data table, click the green triangle next to the Bagging Profiler script.
Figure 3.38 Profiler of Bagged Neural Predictions with Confidence Intervals
A profiler is created with confidence intervals using the values from the StdError ABRASION Bagged Mean column.