Iterative Regression script

by on Feb.09, 2010 , under JMP & JSL

“Iterative Regression” is a script that Global Pragmatica LLC® developed for Ron Tanasichuk of the Canadian Department of Fisheries and Oceans, implementing his own interative regression technique. Performing the analysis is by hand is cumbersome and extremely slow and cumbersome. Automating the analysis reduces the processing time from weeks to minutes and eliminates the human error.

The method:

  1. for a single Y response and multiple X factors, fit all possible models having one and two factors (no interactions)
  2. for each model, exclude any outliers, and refit the model
  3. repeat fitting and excluding until there are no outliers for the model
  4. save the results from that model
  5. re-include all rows (unexclude all rows) and begin again with the next factor combination

Outliers are defined as rows where Abs(Studentized residuals > 2.5) AND (Y-hats > 4/n).

The script is compatible with JMP 7, 8, and 9 and has been thoroughly tested on Mac versions JMP 7, 8, and 9. A version tested on Windows as well will be available shortly.

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Contact me if you’re interested in purchasing this script or commissioning one like it.

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