Modeling and Multivariate Methods - SAS

512 Fitting Partial Least Squares Models Chapter 21
Model Launch Control Panel
Model Launch Control Panel
After you click OK on the platform launch window (or Run in Fit Model), the Model Launch control panel
appears (Figure 21.6). Note that the Validation Method portion of the Model Launch control panel has a
different appearance in JMP Pro.
Figure 21.6 Partial Least Squares Model Launch Control Panel
The Model Launch control panel allows the following selections:
Method Specification Select the type of model fitting algorithm. There are two algorithm choices:
NIPALS and SIMPLS. The two methods produce the same coefficient estimates when there is only one
response variable. See “Statistical Details” on page 520 for differences between the two algorithms.
Validation Method Select the validation method. Validation is used to determine the optimum number
of factors to extract. For JMP Pro, if a validation column is specified on the platform launch window,
these options do not appear.
Holdback Randomly selects the specified proportion of the data for fitting the model, and uses the
other portion of the data to validate model fit.
KFold Partitions the data into K subsets, or folds. In turn, each fold is used to validate the model fit on
the rest of the data, fitting a total of K models. This method is best for small data sets, because it makes
efficient use of limited amounts of data.
Leave-One-Out Performs leave-one-out cross validation.
Note: In JMP Pro, leave-one-out cross validation can be obtained by setting the number of folds in KFold
equal to the number of rows.
None Does not use validation to choose the number of factors to extract. The number of factors is
specified in the Factor Search Range.
Factor Search Range Specify how many latent factors to extract if not using validation. If validation is
being used, this is the maximum number of factors the platform attempts to fit before choosing the
optimum number of factors.