I can't compute the standard errors of predicted probabilities for an ordered logit model. I have tried both MASS::polr and ordinal::clm. The regression models run fine. When prediction::prediction() is run, the predicted probabilities are calculated, but not the SEs (and, consequently, no p-value, no lower and upper bound of prediction).
I can't compute the standard errors of predicted probabilities for an ordered logit model. I have tried both MASS::polr and ordinal::clm. The regression models run fine. When prediction::prediction() is run, the predicted probabilities are calculated, but not the SEs (and, consequently, no p-value, no lower and upper bound of prediction).
Here a silly but reproducible example:
I notice that prediction with the clm object is considerably slower. Also, prediction in that case doesn't pick up any value I assign to
category
.