Re: st: Percent correctly predicted after Asclogit or Clogit

[Steven Samuels <sjhsamuels@earthlink.net>]

On Jun 30, 2008, at 11:24 AM, Luigi Curini wrote:
> Hi Statalist!
> any suggestions about calculating the percent correctly predicted  
> by a given
> model after Asclogit or Clogit?

This question comes up many times.

The predicted proportions from -clogit- will not resemble sample  
proportions, and therefore are not useful for estimating sensitivity,  
specificity, ROC Curves, or other measures of correct prediction.

The probability modeled by -clogit- is not the unconditional  
probability P(Y = 1 | X's), but a probability that is conditional on  
the number of "events" in the matched set.  The underlying model has  
a different intercept for each set, and this intercept is not  
estimated. The default prediction (pc1) is for the probability of  
exactly one response in the subject's matched group, given the  
subject's covariates.  The optional prediction (pu0) is the  
probability of response assuming that the group intercept is zero.

The predicted values and fit statistics produced after -clogit- can  
be useful for detecting model failures.

-Steve

Here is code to illustrate the different kinds of predictions.

/*************CODE BEGINS*******************************/
use http://www.stata-press.com/data/r10/clogitid.dta, clear
gen x3 = x2-1  // Create a zero level for x2

logit y x1 x3  // unconditional logit
predict phat

clogit y x1 x3, group(id)
predict p1, pc1
predict p0, pu0

sum y phat p1 p0
/* Only the unconditional logit  prediction resembles the sample  
proportion */

sum  p0 if x1==0 & x3==0  // p0 is 1/2 when the covariates equal 0

/***********CODE ENDS**************************/




>
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