**[R] clogit postestimation** -- Postestimation tools for clogit

__Postestimation commands__

The following standard postestimation commands are available after
**clogit**:

Command Description
-------------------------------------------------------------------------
**contrast** contrasts and ANOVA-style joint tests of estimates
**estat ic** Akaike's and Schwarz's Bayesian information criteria
(AIC and BIC)
**estat summarize** summary statistics for the estimation sample
**estat vce** variance-covariance matrix of the estimators (VCE)
**estat** (svy) postestimation statistics for survey data
**estimates** cataloging estimation results
* **hausman** Hausman's specification test
**lincom** point estimates, standard errors, testing, and
inference for linear combinations of coefficients
**linktest** link test for model specification
* **lrtest** likelihood-ratio test
**margins** marginal means, predictive margins, marginal effects,
and average marginal effects
**marginsplot** graph the results from margins (profile plots,
interaction plots, etc.)
**nlcom** point estimates, standard errors, testing, and
inference for nonlinear combinations of coefficients
**predict** predictions, residuals, influence statistics, and
other diagnostic measures
**predictnl** point estimates, standard errors, testing, and
inference for generalized predictions
**pwcompare** pairwise comparisons of estimates
**suest** seemingly unrelated estimation
**test** Wald tests of simple and composite linear hypotheses
**testnl** Wald tests of nonlinear hypotheses
-------------------------------------------------------------------------
* **hausman** and **lrtest** are not appropriate with **svy** estimation results.

__Syntax for predict__

**predict** [*type*] *newvar* [*if*] [*in*] [**,** *statistic* __nooff__**set**]

*statistic* Description
-------------------------------------------------------------------------
Main
**pc1** probability of a positive outcome; the default
**pu0** probability of a positive outcome, assuming fixed
effect is zero
**xb** linear prediction
**stdp** standard error of the linear prediction
* __db__**eta** Delta-b influence statistic
* __dx__**2** Delta chi-squared lack-of-fit statistic
* __gdb__**eta** Delta-b influence statistic for each group
* __gdx__**2** Delta chi-squared lack-of-fit statistic for each group
* __h__**at** Hosmer and Lemeshow leverage
* __r__**esiduals** Pearson residuals
* __rsta__**ndard** standardized Pearson residuals
__sc__**ore** first derivative of the log likelihood with respect to
xb
-------------------------------------------------------------------------
Unstarred statistics are available both in and out of sample; type
**predict** *...* **if e(sample)** *...* if wanted only for the estimation sample.
Starred statistics are calculated only for the estimation sample, even
when **if e(sample)** is not specified.

Starred statistics are available for multiple controls per case-matching
design only. They are not available if **vce(robust)**, **vce(cluster**
*clustvar***)**, or **pweight**s were specified with **clogit**.

**dbeta**, **dx2**, **gdbeta**, **gdx2**, **hat**, and **rstandard** are not available if
**constraints()** was specified with **clogit**.

__Menu for predict__

**Statistics > Postestimation**

__Description for predict__

**predict** creates a new variable containing predictions such as
probabilities, linear predictions, standard errors, influence statistics,
lack-of-fit statistics, Hosmer and Lemeshow leverages, Pearson residuals,
and equation-level scores.

__Options for predict__

+------+
----+ Main +-------------------------------------------------------------

**pc1**, the default, calculates the probability of a positive outcome
conditional on one positive outcome within group.

**pu0** calculates the probability of a positive outcome, assuming that the
fixed effect is zero.

**xb** calculates the linear prediction.

**stdp** calculates the standard error of the linear prediction.

**dbeta** calculates the Delta-b influence statistic, a standardized measure
of the difference in the coefficient vector that is due to deletion
of the observation.

**dx2** calculates the Delta chi-squared influence statistic, reflecting the
decrease in the Pearson chi-squared that is due to deletion of the
observation.

**gdbeta** calculates the approximation to the Pregibon stratum-specific
Delta-b influence statistic, a standardized measure of the difference
in the coefficient vector that is due to deletion of the entire
stratum.

**gdx2** calculates the approximation to the Pregibon stratum-specific Delta
chi-squared influence statistic, reflecting the decrease in the
Pearson chi-squared that is due to deletion of the entire stratum.

**hat** calculates the Hosmer and Lemeshow leverage or the diagonal element
of the hat matrix.

**residuals** calculates the Pearson residuals.

**rstandard** calculates the standardized Pearson residuals.

**score** calculates the equation-level score, the derivative of the log
likelihood with respect to the linear prediction.

**nooffset** is relevant only if you specified **offset(***varname***)** for **clogit**. It
modifies the calculations made by **predict** so that they ignore the
offset variable; the linear prediction is treated as xb rather than
as xb + offset. This option cannot be specified with **dbeta**, **dx2**,
**gdbeta**, **gdx2**, **hat**, and **rstandard**.

__Syntax for margins__

**margins** [*marginlist*] [**,** *options*]

**margins** [*marginlist*] **,** __pr__**edict(***statistic *...**)** [__pr__**edict(***statistic *...**)**
...] [*options*]

*statistic* Description
-------------------------------------------------------------------------
**pu0** probability of a positive outcome, assuming fixed
effect is zero; the default
**xb** linear prediction
**pc1** not allowed with **margins**
**stdp** not allowed with **margins**
__db__**eta** not allowed with **margins**
__dx__**2** not allowed with **margins**
__gdb__**eta** not allowed with **margins**
__gdx__**2** not allowed with **margins**
__h__**at** not allowed with **margins**
__r__**esiduals** not allowed with **margins**
__rsta__**ndard** not allowed with **margins**
__sc__**ore** not allowed with **margins**
-------------------------------------------------------------------------

Statistics not allowed with **margins** are functions of stochastic
quantities other than **e(b)**.

For the full syntax, see **[R] margins**.

__Menu for margins__

**Statistics > Postestimation**

__Description for margins__

**margins** estimates margins of response for probabilities and linear
predictions.

__Examples__

Setup
**. webuse lowbirth2**

Fit conditional logistic regression
**. clogit low lwt smoke ptd ht ui i.race, group(pairid)**

Test that the coefficient on **2.race** equals the coefficient on **3.race**
**. test 2.race = 3.race**

Predict the probability of a positive outcome conditional on one positive
outcome within group
**. predict pc**

Predict Hosmer and Lemeshow leverage
**. predict hat, hat**