[R] Fitted probabilities in conditional logit regression

[Gavin Simpson]

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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