help clogit postestimation dialog: predict
also see: clogit
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Title
[R] clogit postestimation -- Postestimation tools for clogit
Description
The following postestimation commands are available for clogit:
command description
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estat AIC, BIC, VCE, and estimation sample summary
estat (svy) postestimation statistics for survey data
estimates cataloging estimation results
hausman Hausman's specification test
lincom point estimates, standard errors, testing, and inference
for linear combinations of coefficients
linktest link test for model specification
(1) lrtest likelihood-ratio test
(2) margins marginal means, predictive margins, marginal effects,
and average marginal effects
nlcom point estimates, standard errors, testing, and inference
for nonlinear combinations of coefficients
predict predictions, residuals, influence statistics, and other
diagnostic measures
predictnl point estimates, standard errors, testing, and inference
for generalized predictions
suest seemingly unrelated estimation
test Wald tests of simple and composite linear hypotheses
testnl Wald tests of nonlinear hypotheses
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(1) lrtest is not appropriate with svy estimation results.
(2) The default prediction statistic pc1 cannot be correctly handled by
margins; however, margins can be used after clogit with options
predict(pu0) and predict(xb).
Syntax for predict
predict [type] newvar [if] [in] [, statistic nooffset]
statistic description
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Main
pc1 probability of a positive outcome; the default
pu0 probability of a positive outcome, assuming fixed effect is
zero
xb linear prediction
stdp standard error of the linear prediction
* dbeta Delta-b influence statistic
* dx2 Delta chi-squared lack-of-fit statistic
* gdbeta Delta-b influence statistic for each group
* gdx2 Delta chi-squared lack-of-fit statistic for each group
* hat Hosmer and Lemeshow leverage
* residuals Pearson residuals
* rstandard standardized Pearson residuals
score first derivative of the log likelihood with respect to xb
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Unstarred statistics are available both in and out of sample; type
predict ... if e(sample) ... if wanted only for the estimation sample.
Starred statistics are calculated only for the estimation sample, even
when if e(sample) is not specified.
Starred statistics are available for multiple controls per case-matching
design only. They are not available if vce(robust), vce(cluster
clustvar), or pweights were specified with clogit.
dbeta, dx2, gdbeta, gdx2, hat and rstandard are not available if
constraints() was specified with clogit.
Menu
Statistics > Postestimation > Predictions, residuals, etc.
Options for predict
+------+
----+ Main +-------------------------------------------------------------
pc1, the default, calculates the probability of a positive outcome
conditional on one positive outcome within group.
pu0 calculates the probability of a positive outcome, assuming that the
fixed effect is zero.
xb calculates the linear prediction.
stdp calculates the standard error of the linear prediction.
dbeta calculates the Delta-b influence statistic, a standardized measure
of the difference in the coefficient vector that is due to deletion
of the observation.
dx2 calculates the Delta chi-squared influence statistic, reflecting the
decrease in the Pearson chi-squared that is due to deletion of the
observation.
gdbeta calculates the approximation to the Pregibon stratum-specific
Delta-b influence statistic, a standardized measure of the difference
in the coefficient vector that is due to deletion of the entire
stratum.
gdx2 calculates the approximation to the Pregibon stratum-specific Delta
chi-squared influence statistic, reflecting the decrease in the
Pearson chi-squared that is due to deletion of the entire stratum.
hat calculates the Hosmer and Lemeshow leverage or the diagonal element
of the hat matrix.
residuals calculates the Pearson residuals.
rstandard calculates the standardized Pearson residuals.
score calculates the equation-level score, the derivative of the log
likelihood with respect to the linear prediction.
nooffset is relevant only if you specified offset(varname) for clogit. It
modifies the calculations made by predict so that they ignore the
offset variable; the linear prediction is treated as xb rather than
as xb + offset. This option cannot be specified with dbeta, dx2,
gdbeta, gdx2, hat and rstandard.
Examples
Setup
. webuse lowbirth2
Fit conditional logistic regression
. clogit low lwt smoke ptd ht ui i.race, group(pairid)
Test that the coefficient on 2.race equals the coefficient on 3.race
. test 2.race = 3.race
Predict the probability of a positive outcome conditional on one positive
outcome within group
. predict pc
Predict Hosmer and Lemeshow leverage
. predict hat, hat
Also see
Manual: [R] clogit postestimation
Help: [R] clogit
