[R] prediction function for clogit model

Thomas Lumley
Thu, 16 Feb 2006 16:13:34 -0000

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