Arne,
I knew it was conditional, but since I have only
a couple of small groups (n=2) with no positive outcome,
I did not see why it would change from 45% to 3%.
Moreover, the thread below indicates that -clogit-
should be the better model here, but how can I get
useful predictions out of it?
thanks,
Jeph
Arne Risa Hole wrote:
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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