On Tue, 20 Apr 2010, Noah Silverman wrote:
> 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.
exp(lp)/(1+exp(lp))
or, as Martin Maechler would prefer, qlogis(lp)
-thomas
> 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".
>>>
>>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
Thomas Lumley Assoc. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle