Modeling and Multivariate Methods - SAS

Chapter 25 Comparing Model Performance 629
Example of Model Comparison
Example of Model Comparison
This section provides an example of using the Model Comparison platform. The example uses demographic
data to build a model for median home price. A regression model and a bootstrap forest model are
compared.
Begin by opening the Boston Housing.jmp sample data table.
Create a Validation Column
1. Create a column called validation.
2. On the Column Info window, select Random from the Initialize Data list.
3. Select the Random Indicator radio button.
4. Click OK.
The rows assigned a 0 are the training set. The rows assigned a 1 are the validation set.
Create the Regression Model and Save the Prediction Formula to a Column
1. Select Analyze > Fit Model.
2. Select mvalue and click Y.
3. Select the other columns (except validation) and click Add.
4. Select Stepwise in the Personality list.
5. Select validation and click Validation.
6. Click the Run button.
7. Click the Go button.
8. Click the Run Model button.
The Fit Group report appears, a portion of which is shown in Figure 25.2.
9. Save the prediction formula to a column by selecting Save Columns > Prediction Formula on the
Response red triangle menu.