And, of course that leads me to another question...

With svm {e1071} I can ask the predict function to give me probabilities
with lrm {Desigh} I can ask  the predict function to give me probabilities

I can't see how to do this with clogit.

Would someone be kind enough to explain the output options.  (I can see 
one that is a probability option.)

Thanks!!

-N


On 8/22/09 10:57 AM, Charles C. Berry wrote:
> On Fri, 21 Aug 2009, Noah Silverman wrote:
>
>> Hi,
>>
>> For fun, I'm trying to throw some horse racing data into either an 
>> svm or lrm model.  Curious to see what comes out as there are so many 
>> published papers on this.
>>
>> One thing I don't know how to do is to standardize the probabilities 
>> by race.
>
>
> This sounds closer to the conditional logit model.
>
> However, if I recall correctly there is an assumption that in the 
> models of choice literature is stated something like 'independence of 
> alternatives that are unavailable'.  That assumption might not hold in 
> a horse race where the speed at which a horse runs may depend on what 
> horses she is running against.
>
> See
>
>     ?survival:::clogit
>
> and
>
> @article{mcfadden1974conditional,
>   title={{Conditional logit analysis of qualitative choice behavior}},
>   author={McFadden, D.},
>   journal={Frontiers in econometrics},
>   volume={8},
>   pages={105--142},
>   year={1974}
> }
>
>
> BTW, Professor McFadden has a quintessentially American biography:
>
>  http://nobelprize.org/nobel_prizes/economics/laureates/2000/mcfadden-autobio.html 
>
>
> He mentions his personal background in farming and awards won for his 
> 'sheep and geese', but alas does not mention horses or racing.
>
> HTH,
>
> Chuck
>
>>
>> For example, if I train an LRM on a bunch of variable I get a model.  
>> I can then get probability predictions from the model.  That works.
>>
>> It seems to me, that for a given race (8-12 horses) the probabilites 
>> of my predictions should sum to one.
>>
>> 1) Is there some way to train the LRM to evaluate and then model the 
>> subsequent date "per race"??  (Perhaps indicate some kind of grouping 
>> variable?
>>
>> 2) Alternately, if I just run my data through a "standard" LRM, is 
>> there some way to then "normalize" the probabilities in a correct way 
>> for each upcoming race?
>>
>> I've done some extensive research in this area and would be willing 
>> to discuss more details offline with someone if they could contribute 
>> to the process.
>>
>> Thanks!!
>>
>> -N
>>
>> ______________________________________________
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>> 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.
>>
>>
>
> Charles C. Berry                            (858) 534-2098
>                                             Dept of Family/Preventive 
> Medicine
> E mailto:cberry@tajo.ucsd.edu                UC San Diego
> http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 
> 92093-0901
>
>

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