Basics (linear models)

Automatically prepare data. This option allows the procedure to internally transform the target and predictors in order to maximize the predictive power of the model; any transformations are saved with the model and applied to new data for scoring. The original versions of transformed fields are excluded from the model. By default, the following automatic data preparation are performed.

  • Date and Time handling. Each date predictor is transformed into new a continuous predictor containing the elapsed time since a reference date (1970-01-01). Each time predictor is transformed into a new continuous predictor containing the time elapsed since a reference time (00:00:00).
  • Adjust measurement level. Continuous predictors with less than 5 distinct values are recast as ordinal predictors. Ordinal predictors with greater than 10 distinct values are recast as continuous predictors.
  • Outlier handling. Values of continuous predictors that lie beyond a cutoff value (3 standard deviations from the mean) are set to the cutoff value.
  • Missing value handling. Missing values of nominal predictors are replaced with the mode of the training partition. Missing values of ordinal predictors are replaced with the median of the training partition. Missing values of continuous predictors are replaced with the mean of the training partition.
  • Supervised merging. This makes a more parsimonious model by reducing the number of fields to be processed in association with the target. Similar categories are identified based upon the relationship between the input and the target. Categories that are not significantly different (that is, having a p-value greater than 0.1) are merged. If all categories are merged into one, the original and derived versions of the field are excluded from the model because they have no value as a predictor.

Confidence level. This is the level of confidence used to compute interval estimates of the model coefficients in the Coefficients view. Specify a value greater than 0 and less than 100. The default is 95.