Note
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:
Binary response
The fitted value for the
ith row with the optimal model is in terms of the odds:
where the odds have their customary definition:
The following relationship converts the fitted values into the probability
for the event:
The probability for the non-event has the customary form:
Multinomial response
The fitted value for the
ith row with the optimal model has the following form:
The following relationship converts the fitted values into the probability for one of the outcomes, k.
For example, the probability for the outcome coded as 1 from a multinomial
response with three levels has the following form:
Notation
| Term | Description |
|---|---|
 | 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 |
