logistf (Q19163): Difference between revisions
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Swh import (talk | contribs) SWHID from Software Heritage |
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Property / last update: 3 May 2023 / rank | |||||||||||||||
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publication date: 23 October 2003
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publication date: 22 April 2004
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publication date: 5 April 2005
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publication date: 17 November 2005
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publication date: 20 April 2006
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publication date: 25 April 2010
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publication date: 16 May 2013
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publication date: 26 June 2013
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publication date: 19 December 2016
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publication date: 4 September 2020
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publication date: 19 July 2018
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publication date: 16 September 2020
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publication date: 18 August 2023
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18 August 2023
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Fit a logistic regression model using Firth's bias reduction method, equivalent to penalization of the log-likelihood by the Jeffreys prior. Confidence intervals for regression coefficients can be computed by penalized profile likelihood. Firth's method was proposed as idealsolution to the problem of separation in logistic regression, see Heinze and Schemper (2002) <doi:10.1002/sim.1047>. If needed, the bias reduction can be turned off such that ordinarymaximum likelihood logistic regression is obtained. Two new modifications of Firth's method, FLIC and FLAC, lead to unbiased predictions and are now availablein the package as well, see Puhr et al (2017) <doi:10.1002/sim.7273>. | |||||||||||||||
Property / description: Fit a logistic regression model using Firth's bias reduction method, equivalent to penalization of the log-likelihood by the Jeffreys prior. Confidence intervals for regression coefficients can be computed by penalized profile likelihood. Firth's method was proposed as idealsolution to the problem of separation in logistic regression, see Heinze and Schemper (2002) <doi:10.1002/sim.1047>. If needed, the bias reduction can be turned off such that ordinarymaximum likelihood logistic regression is obtained. Two new modifications of Firth's method, FLIC and FLAC, lead to unbiased predictions and are now availablein the package as well, see Puhr et al (2017) <doi:10.1002/sim.7273>. / rank | |||||||||||||||
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Property / author: Georg Heinze / rank | |||||||||||||||
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Property / author: Meinhard Ploner / rank | |||||||||||||||
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Property / author: Lena Jiricka / rank | |||||||||||||||
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Property / author: Gregor Steiner / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
edition/version: expanded from: GPL (English) | |||||||||||||||
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software version identifier: ≥ 3.0.0 | |||||||||||||||
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Property / cites work: A solution to the problem of separation in logistic regression / rank | |||||||||||||||
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Property / cites work: Firth's logistic regression with rare events: accurate effect estimates and predictions? / rank | |||||||||||||||
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Property / source code repository: https://github.com/cran/logistf / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:757a1d58f8ea37fcec71fa6829e6fb8c1060f09b / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:757a1d58f8ea37fcec71fa6829e6fb8c1060f09b / qualifier | |||||||||||||||
Property / Software Heritage ID: swh:1:snp:757a1d58f8ea37fcec71fa6829e6fb8c1060f09b / qualifier | |||||||||||||||
point in time: 12 September 2023
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 15:59, 21 March 2024
Firth's Bias-Reduced Logistic Regression
Language | Label | Description | Also known as |
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English | logistf |
Firth's Bias-Reduced Logistic Regression |
Statements
18 August 2023
0 references
Fit a logistic regression model using Firth's bias reduction method, equivalent to penalization of the log-likelihood by the Jeffreys prior. Confidence intervals for regression coefficients can be computed by penalized profile likelihood. Firth's method was proposed as idealsolution to the problem of separation in logistic regression, see Heinze and Schemper (2002) <doi:10.1002/sim.1047>. If needed, the bias reduction can be turned off such that ordinarymaximum likelihood logistic regression is obtained. Two new modifications of Firth's method, FLIC and FLAC, lead to unbiased predictions and are now availablein the package as well, see Puhr et al (2017) <doi:10.1002/sim.7273>.
0 references
Identifiers
12 September 2023
0 references