[R] Results from clogit out of range?

[Noah Silverman]

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.

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".
>>
>>     
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