On Wed, 21 Apr 2010, Frank E Harrell Jr wrote:
Thomas Lumley wrote:
On Tue, 20 Apr 2010, Noah Silverman wrote:
> I just read the help page for predict.coxph.
>
> It indicates that the risk score is just exp(lp)
>
> What I'm trying to find, and have seen with some other implementations
> is the "conditional probability within group". Neither the lp or the
> risk options seem to deliver this.
exp(lp)/(1+exp(lp))
or, as Martin Maechler would prefer, qlogis(lp)
Minor correction: plogis
In what context is this reasonble?
It seems to me that rather strong assumptions are needed - like that the
strata are independent of the covariate(s).
The OP requested the "conditional probability within group", which I
interprete to mean something like
exp(lp)/ave( exp(lp), stratvar, FUN=sum )
when there is just one case in each stratum.
??
Chuck
Frank
-thomas
> What am I missing?
>
> -N
>
>
> On 4/20/10 4:22 PM, Noah Silverman wrote:
> > Thanks David,
> >
> > That explains a lot. I appreciate it.
> >
> > --
> > Noah
> >
> >
> > On 4/20/10 3:48 PM, David Winsemius wrote:
> >
> > > 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".
Thomas Lumley Assoc. Professor, Biostatistics
tlum...@u.washington.edu University of Washington, Seattle
--
Frank E Harrell Jr Professor and Chairman School of Medicine
Department of Biostatistics Vanderbilt University
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Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:cbe...@tajo.ucsd.edu UC San Diego
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