Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: predict after clogit


From   "Arne Risa Hole" <arnehole@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: predict after clogit
Date   Fri, 30 Nov 2007 09:24:56 +0000

Hi Jeph,

When you use -predict- with the -pc1- option after -clogit- you get
the predicted probability of a positive outcome _conditional_ on there
being a single positive outcome in each group. I don't believe it is
possible to calculate the unconditional probability since the fixed
effects are not actually estimated. An alternative would be including
the fixed effects manually in the -logit- model, but this leads to
biased coefficient estimates unless the group sizes are large. See the
thread below for a very useful discussion:

http://www.stata.com/statalist/archive/2007-10/msg00935.html

Hope this helps.

Arne

On 29/11/2007, Jeph Herrin <junk@spandrel.net> wrote:
> 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
>
>
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index