Hello everybody,
Thank you David for your answer. Sorry I am beginner with cox model and R
software. Is it possible to do predictions from newdata which has a size equal
to the vector hour <- seq(0,23.99,0.1) ? In fact, I don't know how to define
parameters "cluster" and "strata" in the newdata knowing that I would like to
have one prediction value for each vector value "hour <- seq(0,23.99,0.1)" and
to have a prediction curve for each category "anthro", "cor", "for" (these
covariates are dichotomic) ?
Thank you very much for your help.
Have a good day
Marine
> CC: r-help@r-project.org
> From: dwinsem...@comcast.net
> To: marine.re...@hotmail.fr
> Subject: Re: [R] predict() from conditional logit model?
> Date: Thu, 12 Sep 2013 17:52:33 -0500
>
>
> On Sep 12, 2013, at 3:31 PM, Marine Regis wrote:
> >
> > Hello everybody,
> >
> > I used the function clogit() (package survival) to build a
> > conditional logit
> > model. This is the R output of my model :
> > coef exp(coef) se(coef) robust se z
> > Pr(>|z|)
> > anthro 2.14776 8.56565 0.09352 0.53989 3.978 6.94e-05 ***
> > cor 0.92365 2.51846 0.07757 0.41944 2.202 0.027659 *
> > for 1.55191 4.72047 0.07513 0.41488 3.741 0.000184
> > ***
> > ---
> > Signif. codes: 0 *** 0.001 ** 0.01 * 0.05 . 0.1 1
> >
> > The covariates anthro, cor and for are dichotomic covariates (0/1).
> > Then, I used the function predict() to calculate predicted values as
> > follows
> > :
> >
> > modpred <- predict(ML,type="lp")
>
> You do understand that is on a log-relative-probability scale, right?
> And that it is relative to the mean values for the entire dataset?
>
> >
> > and I obtained the following values for the first line of my
> > original data :
> >
> > anthro cor for predited
> > 1 0 1 0 0.0839679
> >
> > With modpred <- predict(ML,type="expected"), I obtained :
> > anthro cor for predited
> > 1 0 1 0 0.09618096
>
> >
> > My question is : from coefficients of clogit model, how can I find the
> > predicted values 0.0839679 and 0.09618096 ?
>
> You need to understand that those are really very different
> "predictions".
>
> > In addition, how can I obtain predicted values ranged from 0 to 1 ?
> >
> > Thank you very much for your help.
>
> (Reading the help pages.) There does not appear to be a
> `predict.clogit` function but clogit objects inherit from coxph
> objects so reading the Details section from `predict.coxph`:
>
> "The Cox model is a relative risk model; predictions of type "linear
> predictor", "risk", and "terms" are all relative to the sample from
> which they came. By default, the reference value for each of these is
> the mean covariate within strata. The primary underlying reason is
> statistical: a Cox model only predicts relative risks between pairs of
> subjects within the same strata, and hence the addition of a constant
> to any covariate, either overall or only within a particular stratum,
> has no effect on the fitted results. Using the reference="strata"
> option causes this to be true for predictions as well."
>
> The predict.coxph function is fairly long:
>
> getAnywhere(predict.coxph)
>
> --
> David Winsemius, MD
> Alameda, CA, USA
>
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