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Re: st: clogit and lroc question


From   Libby Williamson <libuvm02@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: clogit and lroc question
Date   Sun, 29 Aug 2010 11:27:38 -0700

Steve,
Thank you so much for your help.  I greatly appreciate it and will
start with this advice and see how it fares with the data.  Sorry
about not including the code - first time submitting.  I'll check the
FAQ on the next round.
Libby

On Sat, Aug 28, 2010 at 5:52 PM, Steve Samuels <sjsamuels@gmail.com> wrote:
> --
>
> Libby Williamson:
>
> • Without seeing your code (which the FAQ request that you show), it's
> difficult to say much about it.  One guess is that your problem would
> be solved if you write: "predict p if(esample), pu0". This will
> restrict the creation of the predicted value to observations that were
> used in the previous -clogit- command. Since -lroc- works only after
> -logistic-, not -clogit-. You'd have to do the ROC graph yourself with
> -roctab-.
>
> • -clogit- assumes an unconditional logistic model in which every
> group has its own intercept. However the program does not estimate
> that intercept. To make the pu0 prediction, the intercepts are all set
> to zero. To my mind, that makes the predictions, and any ROC curves
> derived from them, pretty useless.  If there are reasons for thinking
> otherwise, I'd like to learn them.
>
> • Instead, you might try -xtmelogit- which will estimate the
> intercepts, albeit with some assumptions attached. You could then
> estimate the predicted unconditional probabilities and use Roger
> Newson's -senspec- (from SSC) and -roctab- to get ROC curves.
>
> Steve
>
> Steven J. Samuels
> sjsamuels@gmail.com
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> Voice: 845-246-0774
> Fax:    206-202-4783
>
> On Sat, Aug 28, 2010 at 4:55 PM, Libby Williamson <libuvm02@gmail.com> wrote:
>> To whom it may concern at stata listserve
>> I am using clogit to run a series of fixed-effects models.  I am
>> running these models on 4 different populations (within the dataset)
>> and each populations runs an additional 4 times for each season (four
>> seasons).  I would like to use the predict pu0 and lroc (or roctab)
>> but am having trouble with the syntax.  When I list the predict and
>> roctab commands after the model, it wants to run on all the data and
>> not to the  model set that I just ran with clogit.  Any thoughts or
>> suggestions?
>> Libby
>>
>> --
>> Libby Williamson
>> Graduate Student (MSc)
>> Natural Resources and Environmental Studies
>> University of Northern British Columbia
>> 3333 University Way
>> Prince George, BC
>> V2N 4Z9
>> (250) 960-6739
>> email: williame@unbc.ca
>>
>> "In the wilderness is the preservation of the world"  --Henry David Thoreau
>>
>> *
>> *   For searches and help try:
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>>
>
> *
> *   For searches and help try:
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> *   http://www.ats.ucla.edu/stat/stata/
>



-- 
Libby Williamson
Graduate Student (MSc)
Natural Resources and Environmental Studies
University of Northern British Columbia
3333 University Way
Prince George, BC
V2N 4Z9
(250) 960-6739
email: williame@unbc.ca

"In the wilderness is the preservation of the world"  --Henry David Thoreau

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


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