Fitted probabilities in conditional logit regression
On Sun, 2008-08-31 at 09:49 -0400, Min Chen wrote:
Dear R-help,
I'm doing conditional logit regression for a discrete choice model.
I want to know whether there's a way to get the fitted probabilities. In
Stata, "predict" works for clogit, but it seems that in R "predict" does
not.
Thank you very much!
Best wishes.
Can you explain/demonstrate how/why "predict" doesn't work for clogit? I can get predictions from a clogit model: ## from ?clogit mod <- clogit(case~spontaneous+induced+strata(stratum),data=infert) predict(mod) predict(mod, type = "expected") all work for that example to give the "fitted" values. See ?predict.coxph for details of the predict function. I'm not familiar with either the code or the methods, but 'type = "expected"' seems to give what you want. HTH G
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