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Re: st: clogit and lroc question
From
Libby Williamson <[email protected]>
To
[email protected]
Subject
Re: st: clogit and lroc question
Date
Sun, 29 Aug 2010 11:27:38 -0700
Steve,
Thank you so much for your help. I greatly appreciate it and will
start with this advice and see how it fares with the data. Sorry
about not including the code - first time submitting. I'll check the
FAQ on the next round.
Libby
On Sat, Aug 28, 2010 at 5:52 PM, Steve Samuels <[email protected]> wrote:
> --
>
> Libby Williamson:
>
> • Without seeing your code (which the FAQ request that you show), it's
> difficult to say much about it. One guess is that your problem would
> be solved if you write: "predict p if(esample), pu0". This will
> restrict the creation of the predicted value to observations that were
> used in the previous -clogit- command. Since -lroc- works only after
> -logistic-, not -clogit-. You'd have to do the ROC graph yourself with
> -roctab-.
>
> • -clogit- assumes an unconditional logistic model in which every
> group has its own intercept. However the program does not estimate
> that intercept. To make the pu0 prediction, the intercepts are all set
> to zero. To my mind, that makes the predictions, and any ROC curves
> derived from them, pretty useless. If there are reasons for thinking
> otherwise, I'd like to learn them.
>
> • Instead, you might try -xtmelogit- which will estimate the
> intercepts, albeit with some assumptions attached. You could then
> estimate the predicted unconditional probabilities and use Roger
> Newson's -senspec- (from SSC) and -roctab- to get ROC curves.
>
> Steve
>
> Steven J. Samuels
> [email protected]
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> Voice: 845-246-0774
> Fax: 206-202-4783
>
> On Sat, Aug 28, 2010 at 4:55 PM, Libby Williamson <[email protected]> wrote:
>> To whom it may concern at stata listserve
>> I am using clogit to run a series of fixed-effects models. I am
>> running these models on 4 different populations (within the dataset)
>> and each populations runs an additional 4 times for each season (four
>> seasons). I would like to use the predict pu0 and lroc (or roctab)
>> but am having trouble with the syntax. When I list the predict and
>> roctab commands after the model, it wants to run on all the data and
>> not to the model set that I just ran with clogit. Any thoughts or
>> suggestions?
>> Libby
>>
>> --
>> Libby Williamson
>> Graduate Student (MSc)
>> Natural Resources and Environmental Studies
>> University of Northern British Columbia
>> 3333 University Way
>> Prince George, BC
>> V2N 4Z9
>> (250) 960-6739
>> email: [email protected]
>>
>> "In the wilderness is the preservation of the world" --Henry David Thoreau
>>
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Libby Williamson
Graduate Student (MSc)
Natural Resources and Environmental Studies
University of Northern British Columbia
3333 University Way
Prince George, BC
V2N 4Z9
(250) 960-6739
email: [email protected]
"In the wilderness is the preservation of the world" --Henry David Thoreau
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/