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fishguy
Level I

Obtaining 95% CI from predicted P (logistic)

Hello,

 

I'm doing logistic regression in JMP 16. I would like to obtain the 95% CI around predicted P for some independent variables using the P as a measure of strength of association. I know the math to calculate the 95% CI from linear predictors but I need help pulling out the necessary information once I run the model. I can obtain the linear predictor by saving to a new column, but I also need the standard error of the linear predictor. How do I obtain that? I have done this in R but I would prefer to learn in JMP.

 

Thanks! 

 

 

1 ACCEPTED SOLUTION

Accepted Solutions
pauldeen
Level VI

Re: Obtaining 95% CI from predicted P (logistic)

do the logistics modeling use Fit model you can turn on CI in the hotspot menu:

pauldeen_0-1660722217717.png

 

This will give you CI on the parameter estimates table.

From the same hotspot you can also save the probability formula's.

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6 REPLIES 6
pauldeen
Level VI

Re: Obtaining 95% CI from predicted P (logistic)

do the logistics modeling use Fit model you can turn on CI in the hotspot menu:

pauldeen_0-1660722217717.png

 

This will give you CI on the parameter estimates table.

From the same hotspot you can also save the probability formula's.

fishguy
Level I

Re: Obtaining 95% CI from predicted P (logistic)

Thanks for reply. Turning on CI gives me the CI around the chiSq tests for each term, but what I'm after is obtaining a CI around the expected value (probability of "1" or "yes"). To calculate the CI, one needs the linear predictor as well as the SE.  I can get the linear predictor and the expected value from the save drop down choices but I can't find where to obtain the SE of the linear predictor.

 

95% confidence interval formula:

 

Lp-1.96* se(Lp), Lp+1.96*se(Lp)

 

Lp - linear predictor

fishguy
Level I

Re: Obtaining 95% CI from predicted P (logistic)

...and to finish the thought, this is the formula to get CI around probabilities (expected values) once you have the linear predictor interval:

Lp interval [a, b]

 

Probability interval:

[exp(a)/1+exp(a), exp(b)/1+exp(b)]

 

[lower, upper]

pauldeen
Level VI

Re: Obtaining 95% CI from predicted P (logistic)

Did you notice the Std Error column in the parameter estimates table?

fishguy
Level I

Re: Obtaining 95% CI from predicted P (logistic)

Thanks much! My bad. I thought it was for something else.

pauldeen
Level VI

Re: Obtaining 95% CI from predicted P (logistic)

Cool! If you are satisfied, please mark the topic as solved so that other people know it is done