[R] Results from clogit out of range?

[Frank E Harrell Jr]

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

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
> tlumley at u.washington.edu    University of Washington, Seattle


-- 
Frank E Harrell Jr   Professor and Chairman        School of Medicine
                      Department of Biostatistics   Vanderbilt University