You are analyzing a target that has 5 levels which you are treating as an ordinal variable.   Binary targets are far easier to classify (yes vs. no, response vs. non-response, etc...) because there are only two outcomes.  When you have more than two outcomes, you have to consider how 'bad' it is to misclassify a level as a different level.  For instance, if the observation has level 2, then how 'bad' is it to misclassify the observation as a 1?  or 3?  or 4?  or 5?   There is one to correctly classify each observation and 4 ways to incorrectly classify each observation, but what do you do when you have something like Prob(target=3) = 0.4 and Prob (target=3) = 0.3 and Prob(target=5)=0.3 and the Prob (target=4) = 0.1?  You have to take into account the probabilities and the 'risk' in misclassifying an observation as something it is not.  This is inherently very confusing even with only 3 possible levels let alone 5.  It is often the case where not all levels have the same number of observations and the most common level already has an advantage in being picked over all of the others by default.   By default, SAS Enterprise Miner classifies observations into the level that is most likely based on the predicted probabilities for each level, and misclassification is determined whether that classification is right or wrong.  The 41% misclassification rate you observed is not very informative overall because there are so many ways in which someone could be misclassified.  Given that your target is ordinal, you have to determine whether misclassifying a 3 (for instance) as a 2 or 4 are equivalent or is it worse to guess too high a level rather than too low a level?  If it is not balanced, what about a 1 vs 4 or 2 vs 5?   Inevitably, models which try and model multiple levels of a categorical target require further resolution based on the final probabilities and 'risk' associated with misclassifying an event.    In practice, it is sometimes better to build more models which have binary response values. For example, perhaps you are really interested in comparing levels 1 and 2 to levels 3 through 5.   You can always go back to fit additional models to try and separate each smaller group of levels.   You will likely find interpretation easier in this light.    I hope this helps! Doug ... View more