I've been trying to better understand how JMP does regression and associated models. I can compute the correct parameter estimates for a GLM, by using iteratively re weighted least squares. But now I'm stuck and having trouble matching the confidence intervals in the prediction profiler shown by JMP.
When reading through the documentation, it mentioned how the Confidence intervals were computed using the profile likelihood function. After Googling, I came across two pdfs (1 & 2) showing how to use this technique.
I can follow along (for the most part) and can match most of their outputs. I just can't seem to make the jump (no pun intended) to putting confidence intervals on my model output.
Edit: Ultimately I'm trying to create the something similar to the link in excel - Prediction profiler (with Different data and a different model)