#### Cumulative Response Models

For a row vector of explanatory variables , the linear predictor

is estimated by

where and are the MLEs of and . The estimated standard error of is , which can be computed as the square root of the quadratic form , where is the estimated covariance matrix of the parameter estimates. The asymptotic confidence interval for is given by

where is the percentile point of a standard normal distribution.

The predicted value and the confidence limits for Pr are obtained by back-transforming the corresponding measures for the linear predictor.