logistf
Software:19163
swMATH7107CRANlogistfMaRDI QIDQ19163
Firth's Bias-Reduced Logistic Regression
Georg Heinze, Lena Jiricka, Meinhard Ploner, Gregor Steiner
Last update: 18 August 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.24.1, 1.25.0, 1.00, 1.01, 1.03, 1.05, 1.06, 1.10, 1.20, 1.21, 1.22, 1.23.1, 1.23, 1.24, 1.26.0
Source code repository: https://github.com/cran/logistf
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>.
Related Items (9)
This page was built for software: logistf