The emergence of nontrivial collective behavior in networks of coupled chaotic maps is investigated by means of a nonlinear mutual prediction method. The resulting prediction error is used to measure the amount of information that a local unit possesses about the collective dynamics. Applications to locally and globally coupled map systems are considered. The prediction error exhibits phase transitions at critical values of the coupling for the onset of ordered collective behavior in these networks. This information measure may be used as an order parameter for the characterization of complex behavior in extended chaotic systems.