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st: clogit prediction in the presence of collinearity


From   Laura Zoratto <[email protected]>
To   [email protected]
Subject   st: clogit prediction in the presence of collinearity
Date   Mon, 15 Feb 2010 21:30:43 +0100

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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