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FIRTHLOGIT: Stata module to calculate bias reduction in logistic regression

Joseph Coveney ()
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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 13.1
Keywords: Penalized maximum likelihood; logistic regression; Firth (search for similar items in EconPapers)
Date: 2008-07-14, Revised 2021-04-25
Note: This module should be installed from within Stata by typing "ssc inst firthlogit". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser.
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