[R] Results from clogit out of range?

David Winsemius dwinsemius at comcast.net
Fri Mar 1 15:10:47 CET 2013


>>> I still don't think the exp(lp)/(1+exp(lp)) gonna work. Since this is conditional logit model, while this formula is only used in unconditional ones. By using this, one neglects the information based on stratum. Though I don't know how to solve it to. I am also working on a project on this and I do hope there's someone explaining this problem. Will that be a possibility that the phat can never be estimated as we never know the individual intercept?

>> This appears to be addressed to a thread that appeared almost three years ago. I suspect you have not read all the way to the end of the thread:
>> 
>> https://stat.ethz.ch/pipermail/r-help/2010-April/235956.html
On Feb 28, 2013, at 5:45 PM, lisa wrote:

> I do appreciate this answer. I heard that in SAS, conditional logistic model do predictions in the same way. However, this formula can only deal with in-sample predictions. How about the out-of-sample one? Is it like one of the former responses by Thomas, say, it's impossible to do the out-of-sample prediction??

I do not understand how an "out-of-sample" conditional estimate makes any logical sense. The questioner was asking why he was getting values outside the range of [0,1] which is not the same as asking for estimates for strata outside the range of the stratum values. Charles Berry gave another sensible answer, but I did not interpret his suggestion as solving what you seem to be requesting.

-- 

David Winsemius
Alameda, CA, USA



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