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Re: st: predict after clogit
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 <[email protected]> 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
>
>
>
>
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>
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