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  • Conditional Logistic Regression - Formula used in Predict command

    Good evening,

    Would anyone know the formula used in the predict command for a conditional logistic regression (final_prob) column in this example.

    Thank you

    Code:
    * Example generated by -dataex-. For more info, type help dataex
    clear
    input double caseid float response double jsh_321 float final_prob
    674335 48.6985   .5  .3067266
    674339 40.5106 -1.4 .17097665
    674337 37.2532 -.74 .15330617
    674340 36.6393   .8    .16991
    674334 25.0731  3.1 .11490745
    674336 23.5891   .4  .0841731
    end
    Conditional (fixed-effects) logistic regression Number of obs = 644,019
    LR chi2(2) = 39026.19
    Prob > chi2 = 0.0000
    Log likelihood = -128903.49 Pseudo R2 = 0.1315

    ------------------------------------------------------------------------------
    won | Coefficient Std. err. z P>|z| [95% conf. interval]
    -------------+----------------------------------------------------------------
    response | .0511508 .0002847 179.67 0.000 .0505928 .0517087
    jsh_321 | .0871644 .0030459 28.62 0.000 .0811945 .0931344
    ------------------------------------------------------------------------------

  • #2
    A more helpful statement of your question would have included the actual commands you ran and the output from those commands.

    So the best we can do is give generic advice. Run

    Code:
    help clogit postestimation
    Scroll down and click on predict

    Reading that, you will see that the default prediction is
    pc1, the default, calculates the probability of a positive outcome conditional on one positive outcome within group.
    Then, scroll back up to the top of the window, and click on Methods and formulas

    Acrobat Reader will open to the appropriate page in the full PDF documentation included in your Stata installation and accessible through Stata's Help menu. There you can see in all its glory the for pc1.

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