logistf: Firth's Bias-Reduced Logistic Regression

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 ideal solution to the problem of separation in logistic regression. If needed, the bias reduction can be turned off such that ordinary maximum likelihood logistic regression is obtained.

AuthorGeorg Heinze [aut, cre], Meinhard Ploner [aut], Daniela Dunkler [ctb], Harry Southworth [ctb]
Date of publication2016-12-19 17:15:26
MaintainerGeorg Heinze <georg.heinze@meduniwien.ac.at>

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