On Sat, 22 Aug 2009, Noah Silverman wrote:
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.)
Well, in the absence of bugs in predict.coxph you could do something like
fit <- clogit( winner ~ strata( heat ) + x )
new.preds <- predict( fit ,newdata=newdat, type = 'expected')
but this fails for survival_2.35-4. (IIRC, the maintainer knows this and
there was recent correspondence here or on R-devel about this bug)
So you will have to work around this.
Something like
clogit.response <- function(x) Surv( I( rep(1, length(x)) ), x )
fit <- coxph( clogit.response( winner ) ~ strata( heat ) + x )
new.preds <- ave(
predict( fit ,newdata=newdat, type = 'risk'),
newdat$heat, FUN=prop.table )
Ought to do it.
HTH,
Chuck
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
>
> ______________________________________________
> R-help@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.
>
>
Charles C. Berry (858) 534-2098
Dept of Family/Preventive
Medicine
E mailto:cbe...@tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901
Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:cbe...@tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901
______________________________________________
R-help@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.
