clogit prediction formula

[Hans Schubert]

Good evening,

Would appreciate it if anyone can detail the formula used to calculate the predicted probability of a conditional logistic regression.

In the sample below I have used the predict command after running clogit to calculate the prob variable in the final column.

If I was to calculate this manually, how would I go about it please?

* Example generated by -dataex-. For more info, type help dataex
clear
input long caseid float response str37 raceid float prob
657819  45.955 "Hamilton446940.829861111111111"       .1202073
657817 45.5859 "Hamilton446940.829861111111111"      .11792452
657822 42.8965 "Hamilton446940.829861111111111"      .10254938
657818 41.7161 "Hamilton446940.829861111111111"       .0964504
657815 41.5446 "Hamilton446940.829861111111111"        .095595
657812 41.2656 "Hamilton446940.829861111111111"      .09421955
657820  36.612 "Hamilton446940.829861111111111"       .0739876
657816 36.4275 "Hamilton446940.829861111111111"     .073281914
657813 33.8802 "Hamilton446940.829861111111111"     .064199455
657814 31.8886 "Hamilton446940.829861111111111"      .05788982
657811 25.2117 "Hamilton446940.829861111111111"      .04092379
657823 23.0621 "Hamilton446940.829861111111111"     .036600098
657821 16.6054 "Hamilton446940.829861111111111"      .02617119
657826 49.1556 "Leopardstown446940.833333333333333"   .1340408
657832 47.6529 "Leopardstown446940.833333333333333"  .12397585
657834 43.8571 "Leopardstown446940.833333333333333"   .1017903
657827 41.9965 "Leopardstown446940.833333333333333"  .09241287
657833 41.6325 "Leopardstown446940.833333333333333"  .09068196
657828 41.3487 "Leopardstown446940.833333333333333"  .08935494
657829 39.1075 "Leopardstown446940.833333333333333"  .07953504
657839 29.2556 "Leopardstown446940.833333333333333"  .04767671
657830 26.6938 "Leopardstown446940.833333333333333"  .04173629
657838 26.4801 "Leopardstown446940.833333333333333"  .04127555
657835 24.5801 "Leopardstown446940.833333333333333"  .03739643
657836 21.6062 "Leopardstown446940.833333333333333" .032043573
657824 19.0281 "Leopardstown446940.833333333333333" .028027264
657831 18.0319 "Leopardstown446940.833333333333333" .026613817
657837 11.5148 "Leopardstown446940.833333333333333" .018970804
657825  6.2982 "Leopardstown446940.833333333333333" .014467807
end

[Rich Goldstein]

this is in the manual; you can get there as follows: help clogit, then click on "also see" at the top of the screen and click on "view complete PDF manual entry" and look at the "methods and formulas" section