Ordinal Logistic Fit/Marginal Prediction/CII performed an ordinal logistical fit of my data then selected “Save > Save Expected Value” option from the red triangle menu, which adds a column of values in my data table labeled “Ord Expected”. I believe the added values are marginal predictions, that is estimated Ys given my Xs. First, is this true? If so, second, how can I get the confidence bounds about the expected Ys?
AnalyticsmacOSOtherRe: Ordinal Logistic Fit/Marginal Prediction/CIHi @JudithS,
Welcome in the Community !
You'll find an answer about what is "Expected Value" here : Options for Ordinal Fits (jmp.com). It's a linear combination of the fitted probabilities of the class : Expected value = prob(1)x1 + prob(2)x2 + prob(3)x3 + ...
I have reproduced the calculation on an exemple dataset "Salt in Popcorn" with the formula for Expected Value in the column "Calculation Expected Value" :
:"Prob[1]"n * 1 + :"Prob[2]"n * 2 + :"Prob[3]"n * 3 + :"Prob[4]"n * 4 + :"Prob[5]"n * 5
I don't know if it's possible to have confidence intervals for the Y's, but you can save probability formulas for each class, as well as quantiles.
I hope this first asnwer will help you,
