R help - Feb 2006 - prediction function for clogit model

Dear R-Help,

I wonder if there is a prediction function for a clogit model which can be 
used in the same way as the predict function for the multinom model.

In prediction('multinommodel',testset ...)  it is possible to predict
the
class or the class probabilities for a testset. There is a predict function 
for the coxph model but I cannot find an way to use this to predict the 
classes (1,2 or 3) or the class probabilities (0.2, 0.3, 0.5) for example.

Can someone help me with this?

Regards,
Arne Jol

On Thu, 16 Feb 2006, Arne Jol wrote:
> Dear R-Help,
>
> I wonder if there is a prediction function for a clogit model which can be
> used in the same way as the predict function for the multinom model.
>
> In prediction('multinommodel',testset ...)  it is possible to
predict the
> class or the class probabilities for a testset. There is a predict function
> for the coxph model but I cannot find an way to use this to predict the
> classes (1,2 or 3) or the class probabilities (0.2, 0.3, 0.5) for example.
>
I don't think this is going to be possible. The point of conditional 
logistic regression is that the probabilities depend on stratum parameters 
that cannot be estimated accurately. The conditional likelihood removes 
these parameters, but the resulting model does not contain enough 
information to estimate probabilities.

 	-thomas