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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!
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Re: Obtaining 95% CI from predicted P (logistic)
do the logistics modeling use Fit model you can turn on CI in the hotspot menu:
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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Re: Obtaining 95% CI from predicted P (logistic)
do the logistics modeling use Fit model you can turn on CI in the hotspot menu:
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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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
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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]
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Re: Obtaining 95% CI from predicted P (logistic)
Did you notice the Std Error column in the parameter estimates table?
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Re: Obtaining 95% CI from predicted P (logistic)
Thanks much! My bad. I thought it was for something else.
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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