logistf

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

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>.

Cites work

• A solution to the problem of separation in logistic regression
• Firth's logistic regression with rare events: accurate effect estimates and predictions?

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