This command is available with the Predictive Analytics Module. Click here for more information about how to activate the module.
The expression of the relationship between the fits and the probabilities depends on the number of levels in the response variable:
where the odds have their customary definition:
The following relationship converts the fitted values into the probability for one of the outcomes, k.
|fitted value for the ith row|
|fitted odds for the event|
|fitted value for the ith row for the kth level of the response variable|