[R] Results from clogit out of range?

[Noah Silverman]

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".
>