[R] Results from clogit out of range?

Noah Silverman noah at smartmediacorp.com
Tue Apr 20 23:59:12 CEST 2010


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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