Message-ID: <446C8346-A734-427D-A484-7818750F534E@comcast.net>
Date: 2013-03-01T14:10:47Z
From: David Winsemius
Subject: Results from clogit out of range?
In-Reply-To: <DADCC25B-F3C5-4A4E-9E80-BC9C846041B6@GMAIL.COM>
>>> I still don't think the exp(lp)/(1+exp(lp)) gonna work. Since this is conditional logit model, while this formula is only used in unconditional ones. By using this, one neglects the information based on stratum. Though I don't know how to solve it to. I am also working on a project on this and I do hope there's someone explaining this problem. Will that be a possibility that the phat can never be estimated as we never know the individual intercept?
>> This appears to be addressed to a thread that appeared almost three years ago. I suspect you have not read all the way to the end of the thread:
>>
>> https://stat.ethz.ch/pipermail/r-help/2010-April/235956.html
On Feb 28, 2013, at 5:45 PM, lisa wrote:
> I do appreciate this answer. I heard that in SAS, conditional logistic model do predictions in the same way. However, this formula can only deal with in-sample predictions. How about the out-of-sample one? Is it like one of the former responses by Thomas, say, it's impossible to do the out-of-sample prediction??
I do not understand how an "out-of-sample" conditional estimate makes any logical sense. The questioner was asking why he was getting values outside the range of [0,1] which is not the same as asking for estimates for strata outside the range of the stratum values. Charles Berry gave another sensible answer, but I did not interpret his suggestion as solving what you seem to be requesting.
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David Winsemius
Alameda, CA, USA