I’m relatively new to “rstanarm” and I have a question about “stan_clogit” function.
Usually, “stan_clogit” does not estimate intercepts, which is similar to “clogit” in “survival” package.
But, when we add group-level terms, intercepts for each group are estimated.
In this case, what is the meaning of intercepts?
Can we interpret them the same way as we do in other multilevel models?
in such a model the group effects are not deviations from a main/overall intercept, but rather deviations from “zero”. They then act as intercepts for their specific group.
If “stan_clogit” presents the group specific Intercepts, I wonder why we can estimate them.
In conditional logistic regression, the intercept cancels out due to the conditioning.
Hey Daisuke! I did not see your reply since a few days ago, I’m sorry!
I’ll have to admit, that I’m not expert in clogit models. However, I think group specific effects can still be estimated because of the implicit sum-to-zero constraint of the (common) group variance.
For example in multilevel linear regression you can estimate all group specific intercepts, while in classical linear regression you’d have to apply an explicit sum-to-zero constraint or drop out a reference level for identification.