Modeling and Multivariate Methods - SAS

Chapter 25 Comparing Model Performance 631
Example of Model Comparison
Figure 25.3 Bootstrap Forest Model
Compare the Models
1. Select Analyze > Modeling > Model Comparison.
2. Select the two prediction formula columns and click Y, Predictors.
3. Select validation and click Group.
4. Click OK.
The Model Comparison report appears (Figure 25.4).
Note: Your results differ due to the random assignment of training and validation rows.
Figure 25.4 Model Comparison Report
The rows in the training set were used to build the models, so the RSquare statistics for Validation=0 might
be artificially inflated. In this case, the statistics are not representative of the models’ future predictive ability.
This is especially true for the bootstrap forest model.