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prediction() does not compute standard errors for ordered logit models
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:
library(prediction)
library(tidyverse)
library(MASS)
library(ordinal)
polr(as.factor(cyl) ~ displ + cty, data = mpg) -> ol1
summary(ol1)
prediction(ol1,
at = list(
displ = seq(min(mpg$displ), max(mpg$displ), by = 0.2)
),
calculate_se = T,
category = "6") %>%
summary()
clm(as.factor(cyl) ~ displ + cty, data = mpg) -> ol2
summary(ol2)
prediction(ol2,
at = list(
displ = seq(min(mpg$displ), max(mpg$displ), by = 0.2)
),
calculate_se = T,
category = "6") %>%
summary()
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
.