Re: [R] prediction function for clogit model

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Fri 17 Feb 2006 - 03:13:34 EST

On Thu, 16 Feb 2006, Arne Jol wrote:

> Dear R-Help,
>
> I wonder if there is a prediction function for a clogit model which can be
> used in the same way as the predict function for the multinom model.
>
> In prediction('multinommodel',testset ...) it is possible to predict the
> class or the class probabilities for a testset. There is a predict function
> for the coxph model but I cannot find an way to use this to predict the
> classes (1,2 or 3) or the class probabilities (0.2, 0.3, 0.5) for example.
>

I don't think this is going to be possible. The point of conditional logistic regression is that the probabilities depend on stratum parameters that cannot be estimated accurately. The conditional likelihood removes these parameters, but the resulting model does not contain enough information to estimate probabilities.

         -thomas



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