mclogit (version 0.9.6)

predict: Predicting responses or linear parts of the baseline-category and conditional logit models

Description

The predict() methods allow to obtain within-sample and out-of-sample predictions from models fitted with mclogit() and mblogit().

For models with random effecs fitted using the PQL-method, it is possible to obtain responses that are conditional on the reconstructed random effects.

Usage

# S3 method for mblogit
predict(object, newdata=NULL,type=c("link","response"),se.fit=FALSE, ...)
# S3 method for mclogit
predict(object, newdata=NULL,type=c("link","response"),se.fit=FALSE, ...)
# S3 method for mmblogit
predict(object, newdata=NULL,type=c("link","response"),se.fit=FALSE,
                             conditional=TRUE, ...)
# S3 method for mmclogit
predict(object, newdata=NULL,type=c("link","response"),se.fit=FALSE,
                             conditional=TRUE, ...)

Value

The predict methods return either a matrix (unless called with

se.fit=TRUE) or a list with two matrix-valued elements

"fit" and "se.fit".

Arguments

object

an object in class "mblogit", "mmblogit", "mclogit", or "mmclogit"

newdata

an optional data frame with new data

type

a character string specifying the kind of prediction

se.fit

a logical value; whether predictions should be accompanied with standard errors

conditional

a logical value; whether predictions should be made conditional on the random effects (or whether they are set to zero, i.e. their expectation). This argument is consequential only if the "mmblogit" or "mmclogit" object was created with method="PQL".

...

other arguments, ignored.

Examples

library(MASS)
(house.mblogit <- mblogit(Sat ~ Infl + Type + Cont, 
                          data = housing,
                          weights=Freq))

head(pred.house.mblogit <- predict(house.mblogit))
str(pred.house.mblogit <- predict(house.mblogit,se=TRUE))

head(pred.house.mblogit <- predict(house.mblogit,
                                   type="response"))
str(pred.house.mblogit <- predict(house.mblogit,se=TRUE,
                                  type="response"))
 # This takes a bit longer.
data(electors)
(mcre <- mclogit(
    cbind(Freq,interaction(time,class))~econ.left/class+welfare/class+auth/class,
    random=~1|party.time,
    data=within(electors,party.time<-interaction(party,time))))

str(predict(mcre))
str(predict(mcre,type="response"))

str(predict(mcre,se.fit=TRUE))
str(predict(mcre,type="response",se.fit=TRUE))