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st: predict after clogit


From   Jeph Herrin <junk@spandrel.net>
To   statalist@hsphsun2.harvard.edu
Subject   st: predict after clogit
Date   Thu, 29 Nov 2007 13:07:59 -0500

I am surprised by the results I am getting from
-predict- after -clogit- and wonder if I am missing
something.


. clogit endpoint age female, strata(site)
[output suppressed]
. predict prob1
(option pc1 assumed; conditional probability for single outcome within group)
. sum prob endpoint

Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
prob1 | 630 .0365079 .0776009 .0053902 1
endpoint | 630 .4539683 .4982722 0 1


Why is the predicted so far off from the actual? Compare with the logit
model:

. logit endpoint age female
[output omitted]
. predict prob2
(option pr assumed; Pr(endpoint))
. sum prob2 endpoint

Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
prob2 | 630 .4539683 .0251972 .4150936 .4819036
endpoint | 630 .4539683 .4982722 0 1


Am I using -predict- incorrectly after -clogit-? Is it a coincidence
that -invlogit(prob1)- *does* look like the actual.

. gen invlogpr1=invlogit(prob1)
. sum invlogpr1

Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
invlogpr1 | 630 .5090418 .018543 .5013475 .7310586


Thanks for any insights.

Jeph




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