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Once, a long time ago, someone asked me to tell me how I thought something went in Japanese. I replied
うまくいったと言います。
Quickly realizing my mistake, I corrected myself like this:
言います…思います。うまくいったと思います。
But I'm not sure a native speaker would correct themselves this way. Is there a more natural way?
There is no one fixed phrase that everyone uses to correct their own misspeech such as "I mean" in English. In such a situation we usually say:
Formal settings
～と言います……いえ……思います
～と言います……間違えました……思います
～と言います……すみません……思います
～と言います……失礼しました……思います
Informal settings
～と言います……違う……思います
～と言います……違った……思います
～と言います……間違えた……思います
～と言います……じゃない……思います
～と言います……じゃなくて……思います
～と言います……じゃなかった……思います
～と言います……えっと……思います
Especially in informal ones, the inserted phrases are uttered extremely fast so that you may only hear something like "choo" (違う) or "j'nut" (じゃなかった). Besides, meaningless fillers are often put in the place, sounding like "ah", "umm", "nnn", "eh", etc.
PS
@jogloran has reminded me of the word もとい (or もと[へ]{e}), which is worth learning but no longer used actively when you correct yourself except those who speak in an overly pedantic way or fantasy world nobles. In modern usage, it becomes more a rhetorical device that roughly means "rather", "or to say", "more correctly" etc.
あの子は彼らのアイドル、もとい教祖だ
That (boy/girl) is their idol, or you might say, guru.
