Case Study Estimation and Analysis
Introduction
In this section, I:
-
show you how to estimate a model in JMP;
-
describe the minimal OLS reports generated by JMP;
-
discuss how to look at the estimation results to analyze the model and its implications.
OLS Estimation Setup
To estimate a model
in JMP:
-
Select the Analyze/Fit Model platform.
-
Select the Standard Least Squares personality.
-
Select the Minimal Report. Two other reports are provided that give more information: Effect Leverage and Effect Screening. My recommendation is to use the Minimal Report option. As always, you can control what appears in this report by using File/Preferences/Platforms/Fit Least Squares. I try to show the minimal amount at ...
Get Market Data Analysis Using JMP now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.