FIRTHLOGIT: Stata module to calculate bias reduction in logistic regression

Joseph Coveney ()
Additional contact information
Joseph Coveney: Cobridge Co., Ltd.

Statistical Software Components from Boston College Department of Economics

Abstract: The module implements a penalized maximum likelihood estimation method proposed by David Firth (University of Warwick) for reducing bias in generalized linear models. In this module, the method is applied to logistic regression. Others, notably Georg Heinze and his colleagues (Medical University of Vienna), have advocated the method for use under conditions of complete and quasi-complete separation, in which conventional maximum likelihood fails in obtaining finite estimates.

Language: Stata
Requires: Stata version 9.2
Keywords: Penalized maximum likelihood; logistic regression; Firth (search for similar items in EconPapers)
Date: 2008-07-14
Note: This module may be installed from within Stata by typing "ssc inst firthlogit". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/f/firthlogit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/firthlogit_ll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/firthlogit.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/foxman.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/a/asseryanis.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/potter.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/collett.do sample do-file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s456948

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().