Hello, I am running a model with four categories and want predicted probabilities in each category. Now for this example I wont give a counterfactual just the training data is fine but is there anyway to get a confidence interval around the predicted probabilities in each group? I have tried but it gives me probabilities and I have used interval="confidence", level=.095 and then interval = "prediction". Below is a sample of my data and my code I am trying to run (its from an open access public data set; I tried to make the size as small as possible, sorry for its length). polr.result<-polr(ordered(tvwatch)~ses+testscores,method="probit",Hess T,data=testdata) polr.predict<-predict(polr.result,type="probs",interval="confidence",level=. 95) structure(list(tvwatch = c(2L, 2L, 1L, 4L, 2L, 4L, 3L, 2L, 3L, 2L, 3L, 4L, 4L, 3L, 4L, 3L, 2L, 1L, 3L, 1L, 2L, 3L, 4L, 4L, 1L, 1L, 2L, 2L, 4L, 4L, 2L, 1L, 3L, 3L, 3L, 2L, 4L, 2L, 1L, 1L, 1L, 1L, 2L, 3L, 4L, 4L, 2L, 1L, 2L, 2L), ses = c(-0.529, -0.377, -0.859, -0.191, -0.319, -0.292, -0.601, -0.07, 0.198, 0.096, 0.136, -0.101, 0.11, -0.182, -0.323, 0.205, 0.21, 0.749, -0.273, 0.66, 0.009, -0.374, -0.094, -0.427, 1.369, -1.306, 0.611, 0.392, -0.371, 1.059, 1.308, -0.89, -1.741, -0.169, 0.13, -0.698, 0.385, -0.067, -0.386, 0.813, 0.997, 1.46, 1.196, -0.723, -0.612, 0.119, 1.421, -1.02, -0.807, 1.33), testscores = c(53.38, 57.91, 54.64, 45.67, 58.74, 57.55, 63.78, 59.97, 51.41, 49.54, 65.82, 44.04, 45.8, 56.67, 35.6, 50.41, 45.18, 61.22, 61.24, 66.58, 64.91, 40.79, 41.77, 46.51, 59.83, 49.95, 58.1, 54.53, 58.31, 69.92, 66.4, 50.94, 51.23, 47.45, 37.93, 59.66, 60.59, 55.11, 40.65, 67.89, 52.54, 61.76, 69.71, 44.37, 43.53, 45.89, 75.81, 53.18, 51.85, 58.03)), .Names = c("tvwatch", "ses", "testscores"), row.names c(1L, 2L, 3L, 4L, 5L, 6L, 9L, 10L, 11L, 12L, 13L, 14L, 15L, 16L, 18L, 19L, 20L, 21L, 22L, 23L, 24L, 25L, 26L, 28L, 29L, 30L, 31L, 32L, 34L, 35L, 38L, 39L, 40L, 41L, 42L, 44L, 45L, 46L, 47L, 48L, 49L, 50L, 54L, 55L, 56L, 57L, 58L, 59L, 60L, 61L), class = "data.frame") ------------------------------------------- Joe King, M.A. Ph.D. Student University of Washington - Seattle 206-913-2912 <mailto:jp@joepking.com> jp@joepking.com ------------------------------------------- Ad astra per aspera - "Through hardships to the stars" [[alternative HTML version deleted]]