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Re: st: clogit prediction in the presence of collinearity


From   sjsamuels@gmail.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: clogit prediction in the presence of collinearity
Date   Tue, 16 Feb 2010 11:51:01 -1000

Laura, why do you want to manually construct the predictions?  Which
predictions? What problem are you trying to solve?  Please be specific
and illustrated with code and results if you have them.

In any case, to answer your specific questions:

1. Your found "algorithm" is incorrect: The command "clogit x y z" is
not legal syntax; there is no group variable.  If you mean "logit x y
z", then the algorithm you found  does not produce the -pc1-
prediction.  In -clogit-, there is an intercept for each pair, it but
does not appear in the prediction.   -logit- has only a single
intercept, which is part of the xb prediction. Also, -logit- knows
nothing about the group variable, whereas -clogit- measures
associations within groups.


2.  -predict- after -clogit- works the same way with collinear
variables as it does without.  Collinearity  does not affect
predictions much, if at all, in general.  What is your reason for
thinking otherwise?



On Mon, Feb 15, 2010 at 10:30 AM, Laura Zoratto
<laura.zoratto@graduateinstitute.ch> wrote:
> dear all,
>
> would anyone know how Stata predicts the probability of a positive outcome
> after estimating a clogit, in the presence of collinearity (and the colinear
> variable does not get dropped)? I found somewhere that the pc1 command in
> Stata is equivalent to:
>
> clogit x y z
> predict xb, xb
> gen top=exp(xb)
> by countrypair, sort: egen bot=total(exp(xb))
> gen pc1=top/bot
>
> But I dont know what it does when there is a collinear variable affecting
> the results . I need to calculate manually the predicted value...
>
> thank you,
> Laura
>
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-- 
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
845-246-0774

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