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From |
Jeph Herrin <junk@spandrel.net> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: predict after clogit |

Date |
Fri, 30 Nov 2007 09:33:37 -0500 |

Arne, I knew it was conditional, but since I have only a couple of small groups (n=2) with no positive outcome, I did not see why it would change from 45% to 3%. Moreover, the thread below indicates that -clogit- should be the better model here, but how can I get useful predictions out of it? thanks, Jeph Arne Risa Hole wrote:

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/

* * 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/

**Follow-Ups**:**Re: st: predict after clogit***From:*"Arne Risa Hole" <arnehole@gmail.com>

**References**:**st: predict after clogit***From:*Jeph Herrin <junk@spandrel.net>

**Re: st: predict after clogit***From:*"Arne Risa Hole" <arnehole@gmail.com>

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