On Apr 20, 2010, at 5:59 PM, Noah Silverman wrote:
Hi,
I'm calculating a conditional logit on some data stratified by group.
My understanding was that a conditional logit by definition returns a
value between 0 and 1 a a probability. Can anyone suggest why I'm
seeing results outside of the {0,1} range??
Probably because you did not read the help page for the function
predict.coxph. Pay special attention to the type argument.
"type=c("lp", "risk", "expected", "terms")"
The call in R is:
m <- clogit(score ~ val_1 + val_2 + strata(group), data=data)
Then
prediction <- predict(m,newdata)
I do not see that you have defined any newdata.
A sample of the data with resulting predictive values is:
group score val_1 val_2 prediction
1 2009-01-04_1 1 0.5913962 -1.121589 1.62455210
2 2009-01-04_1 1 0.6175472 -3.249820 -0.20093346
3 2009-01-04_1 1 0.5439640 -2.424501 0.46651849
4 2009-01-04_1 0 0.3745209 -2.477424 0.31263855
5 2009-01-04_1 0 0.6329855 -3.424174 -0.34200448
6 2009-01-04_1 0 0.4571999 -2.770247 0.11190788
7 2009-01-04_1 0 0.3822623 -2.259422 0.50627534
8 2009-01-04_1 0 0.2605742 -4.424806 -1.44566070
9 2009-01-04_1 0 0.4449604 -2.357060 0.46174993
10 2009-01-04_1 0 0.6595178 -2.246518 0.69427842
11 2009-01-04_1 0 0.5260032 -2.977887 -0.02393871
By default (which is what you have implicitly chosen) you are
requesting "lp" = linear predictors rather than "risk".
--
David.
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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David Winsemius, MD
West Hartford, CT
______________________________________________
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
