Starting values and confidence intervals are available for binary logistic regression models and linear regresion models. Consideration of missing values is available for TreeNet®, Random Forests®, and MARS® models.
Select this option so that the search for the optimal solution considers missing values. The search includes missing values for predictors that had missing values in the training data set during the construction of the model. Consider this option when missing values are meaningful for your application. Usually, missing values are not meaningful but can be in certain applications. For example, if missing values represent values below a detectable threshold for a continuous variable, then one interpretation of a missing value in the solution is to minimize that predictor in the application.
If you select this option then you can select Hold at missing as a constraint for predictors that have missing values in the training data.
Enter the level of confidence for the confidence intervals for the coefficients and the fitted values. Confidence levels are available for binary logistic regression and linear regression models.
Usually, a confidence level of 95% works well. A 95% confidence level indicates that, if you took 100 random samples from the population, the confidence intervals for approximately 95 of the samples would contain the mean response. For a given set of data, a lower confidence level produces a narrower interval, and a higher confidence level produces a wider interval.
You can select a two-sided interval or a one-sided bound. For the same confidence level, a one-sided bound is closer to the point estimate than the bounds of a two-sided interval. The upper bound does not provide a likely lower value. If you request an upper bound, then there is no lower bound. If you request a lower bound, then there is no upper bound.