On Sun, 23 Aug 2009, Charles C. Berry wrote:
On Sat, 22 Aug 2009, Noah Silverman wrote:
And, of course that leads me to another question...
With svm {e1071} I can ask the predict function to give me probabilities
with lrm {Desigh} I can ask the predict function to give me probabilities
I can't see how to do this with clogit.
Would someone be kind enough to explain the output options. (I can see
one that is a probability option.)
Well, in the absence of bugs in predict.coxph you could do something like
fit <- clogit( winner ~ strata( heat ) + x )
new.preds <- predict( fit ,newdata=newdat, type = 'expected')
but this fails for survival_2.35-4. (IIRC, the maintainer knows this and
there was recent correspondence here or on R-devel about this bug)
So you will have to work around this.
Something like
clogit.response <- function(x) Surv( I( rep(1, length(x)) ), x )
fit <- coxph( clogit.response( winner ) ~ strata( heat ) + x )
new.preds <- ave(
predict( fit ,newdata=newdat, type = 'risk'),
newdat$heat, FUN=prop.table )
Ought to do it.
Oops.
Forgot to mention that you need a dummy placeholder for 'winner' in the
newdat data.frame. Something like
newdat$winner <- newdat$heat
should fix it.
HTH,
Chuck
Thanks!!
-N
On 8/22/09 10:57 AM, Charles C. Berry wrote:
> On Fri, 21 Aug 2009, Noah Silverman wrote:
>
> > Hi,
> >
> > For fun, I'm trying to throw some horse racing data into either an
> > svm or lrm model. Curious to see what comes out as there are so many
> > published papers on this.
> >
> > One thing I don't know how to do is to standardize the probabilities
> > by race.
>
>
> This sounds closer to the conditional logit model.
>
> However, if I recall correctly there is an assumption that in the
> models
> of choice literature is stated something like 'independence of
> alternatives that are unavailable'. That assumption might not hold in
> a
> horse race where the speed at which a horse runs may depend on what
> horses
> she is running against.
>
> See
>
> ?survival:::clogit
>
> and
>
@article{mcfadden1974conditional,
> title={{Conditional logit analysis of qualitative choice behavior}},
> author={McFadden, D.},
> journal={Frontiers in econometrics},
> volume={8},
> pages={105--142},
> year={1974}
}
>
>
> BTW, Professor McFadden has a quintessentially American biography:
>
> http://nobelprize.org/nobel_prizes/economics/laureates/2000/mcfadden-autobio.html
>
>
> He mentions his personal background in farming and awards won for his
> 'sheep and geese', but alas does not mention horses or racing.
>
> HTH,
>
> Chuck
>
> >
> > For example, if I train an LRM on a bunch of variable I get a model.
> > I can then get probability predictions from the model. That works.
> >
> > It seems to me, that for a given race (8-12 horses) the probabilites
> > of my predictions should sum to one.
> >
> > 1) Is there some way to train the LRM to evaluate and then model the
> > subsequent date "per race"?? (Perhaps indicate some kind of grouping
> > variable?
> >
> > 2) Alternately, if I just run my data through a "standard" LRM, is
> > there some way to then "normalize" the probabilities in a correct way
> > for each upcoming race?
> >
> > I've done some extensive research in this area and would be willing
> > to discuss more details offline with someone if they could contribute
> > to the process.
> >
> > Thanks!!
> >
> > -N
> >
> > ______________________________________________
> > R-help@r-project.org 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.
> >
> >
>
> Charles C. Berry (858) 534-2098
> Dept of Family/Preventive
> Medicine
> E mailto:cbe...@tajo.ucsd.edu UC San Diego
> http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego
> 92093-0901
>
>
Charles C. Berry (858) 534-2098
Dept of Family/Preventive
Medicine
E mailto:cbe...@tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901
______________________________________________
R-help@r-project.org 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.
Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:cbe...@tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901
______________________________________________
R-help@r-project.org 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.
