logistf (Q19163): Difference between revisions
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point in time: 12 September 2023
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Latest revision as of 15:59, 21 March 2024
Firth's Bias-Reduced Logistic Regression
Language | Label | Description | Also known as |
---|---|---|---|
English | logistf |
Firth's Bias-Reduced Logistic Regression |
Statements
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>.
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Identifiers
12 September 2023
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