Results from clogit out of range?

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Results from clogit out of range?

Noah Silverman-3
Hi,

I'm calculating a conditional logit on some data stratified by group.
My understanding was that a conditional logit by definition returns a
value between 0 and 1 a a probability.  Can anyone suggest why I'm
seeing results outside of the {0,1} range??

The call in R is:

m <- clogit(score ~ val_1 + val_2 + strata(group), data=data)

Then

prediction <- predict(m,newdata)


A sample of the data with resulting predictive values is:
     group          score   val_1               val_2        prediction
1  2009-01-04_1     1 0.5913962     -1.121589  1.62455210
2  2009-01-04_1     1 0.6175472     -3.249820 -0.20093346
3  2009-01-04_1     1 0.5439640     -2.424501  0.46651849
4  2009-01-04_1     0 0.3745209     -2.477424  0.31263855
5  2009-01-04_1     0 0.6329855     -3.424174 -0.34200448
6  2009-01-04_1     0 0.4571999     -2.770247  0.11190788
7  2009-01-04_1     0 0.3822623     -2.259422  0.50627534
8  2009-01-04_1     0 0.2605742     -4.424806 -1.44566070
9  2009-01-04_1     0 0.4449604     -2.357060  0.46174993
10 2009-01-04_1     0 0.6595178     -2.246518  0.69427842
11 2009-01-04_1     0 0.5260032     -2.977887 -0.02393871

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Re: Results from clogit out of range?

David Winsemius

On Apr 20, 2010, at 5:59 PM, Noah Silverman wrote:

> Hi,
>
> I'm calculating a conditional logit on some data stratified by group.
> My understanding was that a conditional logit by definition returns a
> value between 0 and 1 a a probability.  Can anyone suggest why I'm
> seeing results outside of the {0,1} range??

Probably because you did not read the help page for the function  
predict.coxph. Pay special attention to the type argument.

"type=c("lp", "risk", "expected", "terms")"

>
> The call in R is:
>
> m <- clogit(score ~ val_1 + val_2 + strata(group), data=data)
>
> Then
>
> prediction <- predict(m,newdata)

I do not see that you have defined any newdata.

>
>
> A sample of the data with resulting predictive values is:
>     group          score   val_1               val_2        prediction
> 1  2009-01-04_1     1 0.5913962     -1.121589  1.62455210
> 2  2009-01-04_1     1 0.6175472     -3.249820 -0.20093346
> 3  2009-01-04_1     1 0.5439640     -2.424501  0.46651849
> 4  2009-01-04_1     0 0.3745209     -2.477424  0.31263855
> 5  2009-01-04_1     0 0.6329855     -3.424174 -0.34200448
> 6  2009-01-04_1     0 0.4571999     -2.770247  0.11190788
> 7  2009-01-04_1     0 0.3822623     -2.259422  0.50627534
> 8  2009-01-04_1     0 0.2605742     -4.424806 -1.44566070
> 9  2009-01-04_1     0 0.4449604     -2.357060  0.46174993
> 10 2009-01-04_1     0 0.6595178     -2.246518  0.69427842
> 11 2009-01-04_1     0 0.5260032     -2.977887 -0.02393871

By default (which is what you have implicitly chosen) you are  
requesting "lp" = linear predictors rather than "risk".

--
David.
>
> ______________________________________________
> [hidden email] 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.

David Winsemius, MD
West Hartford, CT

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Re: Results from clogit out of range?

Noah Silverman-3
Thanks David,

That explains a lot.  I appreciate it.

--
Noah


On 4/20/10 3:48 PM, David Winsemius wrote:

>
> On Apr 20, 2010, at 5:59 PM, Noah Silverman wrote:
>
>> Hi,
>>
>> I'm calculating a conditional logit on some data stratified by group.
>> My understanding was that a conditional logit by definition returns a
>> value between 0 and 1 a a probability.  Can anyone suggest why I'm
>> seeing results outside of the {0,1} range??
>
> Probably because you did not read the help page for the function
> predict.coxph. Pay special attention to the type argument.
>
> "type=c("lp", "risk", "expected", "terms")"
>
>>
>> The call in R is:
>>
>> m <- clogit(score ~ val_1 + val_2 + strata(group), data=data)
>>
>> Then
>>
>> prediction <- predict(m,newdata)
>
> I do not see that you have defined any newdata.
>
>>
>>
>> A sample of the data with resulting predictive values is:
>>     group          score   val_1               val_2        prediction
>> 1  2009-01-04_1     1 0.5913962     -1.121589  1.62455210
>> 2  2009-01-04_1     1 0.6175472     -3.249820 -0.20093346
>> 3  2009-01-04_1     1 0.5439640     -2.424501  0.46651849
>> 4  2009-01-04_1     0 0.3745209     -2.477424  0.31263855
>> 5  2009-01-04_1     0 0.6329855     -3.424174 -0.34200448
>> 6  2009-01-04_1     0 0.4571999     -2.770247  0.11190788
>> 7  2009-01-04_1     0 0.3822623     -2.259422  0.50627534
>> 8  2009-01-04_1     0 0.2605742     -4.424806 -1.44566070
>> 9  2009-01-04_1     0 0.4449604     -2.357060  0.46174993
>> 10 2009-01-04_1     0 0.6595178     -2.246518  0.69427842
>> 11 2009-01-04_1     0 0.5260032     -2.977887 -0.02393871
>
> By default (which is what you have implicitly chosen) you are
> requesting "lp" = linear predictors rather than "risk".
>

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Re: Results from clogit out of range?

Noah Silverman-3
I just read the help page for predict.coxph.

It indicates that the risk score is just exp(lp)

What I'm trying to find, and have seen with some other implementations
is the "conditional probability within group".  Neither the lp or the
risk options seem to deliver this.

What am I missing?

-N


On 4/20/10 4:22 PM, Noah Silverman wrote:

> Thanks David,
>
> That explains a lot.  I appreciate it.
>
> --
> Noah
>
>
> On 4/20/10 3:48 PM, David Winsemius wrote:
>  
>> On Apr 20, 2010, at 5:59 PM, Noah Silverman wrote:
>>
>>    
>>> Hi,
>>>
>>> I'm calculating a conditional logit on some data stratified by group.
>>> My understanding was that a conditional logit by definition returns a
>>> value between 0 and 1 a a probability.  Can anyone suggest why I'm
>>> seeing results outside of the {0,1} range??
>>>      
>> Probably because you did not read the help page for the function
>> predict.coxph. Pay special attention to the type argument.
>>
>> "type=c("lp", "risk", "expected", "terms")"
>>
>>    
>>> The call in R is:
>>>
>>> m <- clogit(score ~ val_1 + val_2 + strata(group), data=data)
>>>
>>> Then
>>>
>>> prediction <- predict(m,newdata)
>>>      
>> I do not see that you have defined any newdata.
>>
>>    
>>>
>>> A sample of the data with resulting predictive values is:
>>>     group          score   val_1               val_2        prediction
>>> 1  2009-01-04_1     1 0.5913962     -1.121589  1.62455210
>>> 2  2009-01-04_1     1 0.6175472     -3.249820 -0.20093346
>>> 3  2009-01-04_1     1 0.5439640     -2.424501  0.46651849
>>> 4  2009-01-04_1     0 0.3745209     -2.477424  0.31263855
>>> 5  2009-01-04_1     0 0.6329855     -3.424174 -0.34200448
>>> 6  2009-01-04_1     0 0.4571999     -2.770247  0.11190788
>>> 7  2009-01-04_1     0 0.3822623     -2.259422  0.50627534
>>> 8  2009-01-04_1     0 0.2605742     -4.424806 -1.44566070
>>> 9  2009-01-04_1     0 0.4449604     -2.357060  0.46174993
>>> 10 2009-01-04_1     0 0.6595178     -2.246518  0.69427842
>>> 11 2009-01-04_1     0 0.5260032     -2.977887 -0.02393871
>>>      
>> By default (which is what you have implicitly chosen) you are
>> requesting "lp" = linear predictors rather than "risk".
>>
>>    
> ______________________________________________
> [hidden email] 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.
>

______________________________________________
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Re: Results from clogit out of range?

David Winsemius

On Apr 20, 2010, at 7:31 PM, Noah Silverman wrote:

> I just read the help page for predict.coxph.
>
> It indicates that the risk score is just exp(lp)
>
> What I'm trying to find, and have seen with some other implementations
> is the "conditional probability within group".  Neither the lp or the
> risk options seem to deliver this.
>
> What am I missing?
>

I'm not sure that clogit lets you estimate that quantity:

http://tolstoy.newcastle.edu.au/R/help/06/02/21443.html

Do you have citations that back up your original assumption?

--  
David,


> -N
>
>
> On 4/20/10 4:22 PM, Noah Silverman wrote:
>> Thanks David,
>>
>> That explains a lot.  I appreciate it.
>>
>> --
>> Noah
>>
>>
>> On 4/20/10 3:48 PM, David Winsemius wrote:
>>
>>> On Apr 20, 2010, at 5:59 PM, Noah Silverman wrote:
>>>
>>>
>>>> Hi,
>>>>
>>>> I'm calculating a conditional logit on some data stratified by  
>>>> group.
>>>> My understanding was that a conditional logit by definition  
>>>> returns a
>>>> value between 0 and 1 a a probability.  Can anyone suggest why I'm
>>>> seeing results outside of the {0,1} range??
>>>>
>>> Probably because you did not read the help page for the function
>>> predict.coxph. Pay special attention to the type argument.
>>>
>>> "type=c("lp", "risk", "expected", "terms")"
>>>
>>>
>>>> The call in R is:
>>>>
>>>> m <- clogit(score ~ val_1 + val_2 + strata(group), data=data)
>>>>
>>>> Then
>>>>
>>>> prediction <- predict(m,newdata)
>>>>
>>> I do not see that you have defined any newdata.
>>>
>>>
>>>>
>>>> A sample of the data with resulting predictive values is:
>>>>    group          score   val_1               val_2        
>>>> prediction
>>>> 1  2009-01-04_1     1 0.5913962     -1.121589  1.62455210
>>>> 2  2009-01-04_1     1 0.6175472     -3.249820 -0.20093346
>>>> 3  2009-01-04_1     1 0.5439640     -2.424501  0.46651849
>>>> 4  2009-01-04_1     0 0.3745209     -2.477424  0.31263855
>>>> 5  2009-01-04_1     0 0.6329855     -3.424174 -0.34200448
>>>> 6  2009-01-04_1     0 0.4571999     -2.770247  0.11190788
>>>> 7  2009-01-04_1     0 0.3822623     -2.259422  0.50627534
>>>> 8  2009-01-04_1     0 0.2605742     -4.424806 -1.44566070
>>>> 9  2009-01-04_1     0 0.4449604     -2.357060  0.46174993
>>>> 10 2009-01-04_1     0 0.6595178     -2.246518  0.69427842
>>>> 11 2009-01-04_1     0 0.5260032     -2.977887 -0.02393871
>>>>
>>> By default (which is what you have implicitly chosen) you are
>>> requesting "lp" = linear predictors rather than "risk".
>>>
>>>
>> ______________________________________________
>> [hidden email] 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.
>>
>
> ______________________________________________
> [hidden email] 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.

David Winsemius, MD
West Hartford, CT

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Re: Results from clogit out of range?

Thomas Lumley
In reply to this post by Noah Silverman-3
On Tue, 20 Apr 2010, Noah Silverman wrote:

> I just read the help page for predict.coxph.
>
> It indicates that the risk score is just exp(lp)
>
> What I'm trying to find, and have seen with some other implementations
> is the "conditional probability within group".  Neither the lp or the
> risk options seem to deliver this.

exp(lp)/(1+exp(lp))

or, as Martin Maechler would prefer,  qlogis(lp)

    -thomas


> What am I missing?
>
> -N
>
>
> On 4/20/10 4:22 PM, Noah Silverman wrote:
>> Thanks David,
>>
>> That explains a lot.  I appreciate it.
>>
>> --
>> Noah
>>
>>
>> On 4/20/10 3:48 PM, David Winsemius wrote:
>>
>>> On Apr 20, 2010, at 5:59 PM, Noah Silverman wrote:
>>>
>>>
>>>> Hi,
>>>>
>>>> I'm calculating a conditional logit on some data stratified by group.
>>>> My understanding was that a conditional logit by definition returns a
>>>> value between 0 and 1 a a probability.  Can anyone suggest why I'm
>>>> seeing results outside of the {0,1} range??
>>>>
>>> Probably because you did not read the help page for the function
>>> predict.coxph. Pay special attention to the type argument.
>>>
>>> "type=c("lp", "risk", "expected", "terms")"
>>>
>>>
>>>> The call in R is:
>>>>
>>>> m <- clogit(score ~ val_1 + val_2 + strata(group), data=data)
>>>>
>>>> Then
>>>>
>>>> prediction <- predict(m,newdata)
>>>>
>>> I do not see that you have defined any newdata.
>>>
>>>
>>>>
>>>> A sample of the data with resulting predictive values is:
>>>>     group          score   val_1               val_2        prediction
>>>> 1  2009-01-04_1     1 0.5913962     -1.121589  1.62455210
>>>> 2  2009-01-04_1     1 0.6175472     -3.249820 -0.20093346
>>>> 3  2009-01-04_1     1 0.5439640     -2.424501  0.46651849
>>>> 4  2009-01-04_1     0 0.3745209     -2.477424  0.31263855
>>>> 5  2009-01-04_1     0 0.6329855     -3.424174 -0.34200448
>>>> 6  2009-01-04_1     0 0.4571999     -2.770247  0.11190788
>>>> 7  2009-01-04_1     0 0.3822623     -2.259422  0.50627534
>>>> 8  2009-01-04_1     0 0.2605742     -4.424806 -1.44566070
>>>> 9  2009-01-04_1     0 0.4449604     -2.357060  0.46174993
>>>> 10 2009-01-04_1     0 0.6595178     -2.246518  0.69427842
>>>> 11 2009-01-04_1     0 0.5260032     -2.977887 -0.02393871
>>>>
>>> By default (which is what you have implicitly chosen) you are
>>> requesting "lp" = linear predictors rather than "risk".
>>>
>>>
>> ______________________________________________
>> [hidden email] 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.
>>
>
> ______________________________________________
> [hidden email] 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.
>

Thomas Lumley Assoc. Professor, Biostatistics
[hidden email] University of Washington, Seattle

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Re: Results from clogit out of range?

Frank Harrell
Thomas Lumley wrote:

> On Tue, 20 Apr 2010, Noah Silverman wrote:
>
>> I just read the help page for predict.coxph.
>>
>> It indicates that the risk score is just exp(lp)
>>
>> What I'm trying to find, and have seen with some other implementations
>> is the "conditional probability within group".  Neither the lp or the
>> risk options seem to deliver this.
>
> exp(lp)/(1+exp(lp))
>
> or, as Martin Maechler would prefer,  qlogis(lp)

Minor correction: plogis

Frank

>
>    -thomas
>
>
>> What am I missing?
>>
>> -N
>>
>>
>> On 4/20/10 4:22 PM, Noah Silverman wrote:
>>> Thanks David,
>>>
>>> That explains a lot.  I appreciate it.
>>>
>>> --
>>> Noah
>>>
>>>
>>> On 4/20/10 3:48 PM, David Winsemius wrote:
>>>
>>>> On Apr 20, 2010, at 5:59 PM, Noah Silverman wrote:
>>>>
>>>>
>>>>> Hi,
>>>>>
>>>>> I'm calculating a conditional logit on some data stratified by group.
>>>>> My understanding was that a conditional logit by definition returns a
>>>>> value between 0 and 1 a a probability.  Can anyone suggest why I'm
>>>>> seeing results outside of the {0,1} range??
>>>>>
>>>> Probably because you did not read the help page for the function
>>>> predict.coxph. Pay special attention to the type argument.
>>>>
>>>> "type=c("lp", "risk", "expected", "terms")"
>>>>
>>>>
>>>>> The call in R is:
>>>>>
>>>>> m <- clogit(score ~ val_1 + val_2 + strata(group), data=data)
>>>>>
>>>>> Then
>>>>>
>>>>> prediction <- predict(m,newdata)
>>>>>
>>>> I do not see that you have defined any newdata.
>>>>
>>>>
>>>>>
>>>>> A sample of the data with resulting predictive values is:
>>>>>     group          score   val_1               val_2        prediction
>>>>> 1  2009-01-04_1     1 0.5913962     -1.121589  1.62455210
>>>>> 2  2009-01-04_1     1 0.6175472     -3.249820 -0.20093346
>>>>> 3  2009-01-04_1     1 0.5439640     -2.424501  0.46651849
>>>>> 4  2009-01-04_1     0 0.3745209     -2.477424  0.31263855
>>>>> 5  2009-01-04_1     0 0.6329855     -3.424174 -0.34200448
>>>>> 6  2009-01-04_1     0 0.4571999     -2.770247  0.11190788
>>>>> 7  2009-01-04_1     0 0.3822623     -2.259422  0.50627534
>>>>> 8  2009-01-04_1     0 0.2605742     -4.424806 -1.44566070
>>>>> 9  2009-01-04_1     0 0.4449604     -2.357060  0.46174993
>>>>> 10 2009-01-04_1     0 0.6595178     -2.246518  0.69427842
>>>>> 11 2009-01-04_1     0 0.5260032     -2.977887 -0.02393871
>>>>>
>>>> By default (which is what you have implicitly chosen) you are
>>>> requesting "lp" = linear predictors rather than "risk".

> Thomas Lumley            Assoc. Professor, Biostatistics
> [hidden email]    University of Washington, Seattle


--
Frank E Harrell Jr   Professor and Chairman        School of Medicine
                      Department of Biostatistics   Vanderbilt University

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Frank Harrell
Department of Biostatistics, Vanderbilt University
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Re: Results from clogit out of range?

cberry
On Wed, 21 Apr 2010, Frank E Harrell Jr wrote:

> Thomas Lumley wrote:
>>  On Tue, 20 Apr 2010, Noah Silverman wrote:
>>
>> >  I just read the help page for predict.coxph.
>> >
>> >  It indicates that the risk score is just exp(lp)
>> >
>> >  What I'm trying to find, and have seen with some other implementations
>> >  is the "conditional probability within group".  Neither the lp or the
>> >  risk options seem to deliver this.
>>
>>  exp(lp)/(1+exp(lp))
>>
>>  or, as Martin Maechler would prefer,  qlogis(lp)
>
> Minor correction: plogis

In what context is this reasonble?

It seems to me that rather strong assumptions are needed - like that the
strata are independent of the covariate(s).

The OP requested the "conditional probability within group", which I
interprete to mean something like

  exp(lp)/ave( exp(lp), stratvar, FUN=sum )

when there is just one case in each stratum.

??

Chuck


>
> Frank
>
>>
>>     -thomas
>>
>>
>> >  What am I missing?
>> >
>> >  -N
>> >
>> >
>> >  On 4/20/10 4:22 PM, Noah Silverman wrote:
>> > >  Thanks David,
>> > >
>> > >  That explains a lot.  I appreciate it.
>> > >
>> > >  --
>> > >  Noah
>> > >
>> > >
>> > >  On 4/20/10 3:48 PM, David Winsemius wrote:
>> > >
>> > > >  On Apr 20, 2010, at 5:59 PM, Noah Silverman wrote:
>> > > >
>> > > >
>> > > > >  Hi,
>> > > > >
>> > > > >  I'm calculating a conditional logit on some data stratified by
>> > > > >  group.
>> > > > >  My understanding was that a conditional logit by definition
>> > > > >  returns a
>> > > > >  value between 0 and 1 a a probability.  Can anyone suggest why I'm
>> > > > >  seeing results outside of the {0,1} range??
>> > > > >
>> > > >  Probably because you did not read the help page for the function
>> > > >  predict.coxph. Pay special attention to the type argument.
>> > > >
>> > > >  "type=c("lp", "risk", "expected", "terms")"
>> > > >
>> > > >
>> > > > >  The call in R is:
>> > > > >
>> > > > >  m <- clogit(score ~ val_1 + val_2 + strata(group), data=data)
>> > > > >
>> > > > >  Then
>> > > > >
>> > > > >  prediction <- predict(m,newdata)
>> > > > >
>> > > >  I do not see that you have defined any newdata.
>> > > >
>> > > >
>> > > > >
>> > > > >  A sample of the data with resulting predictive values is:
>> > > > >      group          score   val_1               val_2
>> > > > >  prediction
>> > > > >  1  2009-01-04_1     1 0.5913962     -1.121589  1.62455210
>> > > > >  2  2009-01-04_1     1 0.6175472     -3.249820 -0.20093346
>> > > > >  3  2009-01-04_1     1 0.5439640     -2.424501  0.46651849
>> > > > >  4  2009-01-04_1     0 0.3745209     -2.477424  0.31263855
>> > > > >  5  2009-01-04_1     0 0.6329855     -3.424174 -0.34200448
>> > > > >  6  2009-01-04_1     0 0.4571999     -2.770247  0.11190788
>> > > > >  7  2009-01-04_1     0 0.3822623     -2.259422  0.50627534
>> > > > >  8  2009-01-04_1     0 0.2605742     -4.424806 -1.44566070
>> > > > >  9  2009-01-04_1     0 0.4449604     -2.357060  0.46174993
>> > > > >  10 2009-01-04_1     0 0.6595178     -2.246518  0.69427842
>> > > > >  11 2009-01-04_1     0 0.5260032     -2.977887 -0.02393871
>> > > > >
>> > > >  By default (which is what you have implicitly chosen) you are
>> > > >  requesting "lp" = linear predictors rather than "risk".
>
>>  Thomas Lumley            Assoc. Professor, Biostatistics
>>  [hidden email]    University of Washington, Seattle
>
>
> --
> Frank E Harrell Jr   Professor and Chairman        School of Medicine
>                      Department of Biostatistics   Vanderbilt University
>
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>

Charles C. Berry                            (858) 534-2098
                                             Dept of Family/Preventive Medicine
E mailto:[hidden email]            UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 92093-0901

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