logistf | R Documentation |

Implements Firth's bias-Reduced penalized-likelihood logistic regression.

```
logistf(
formula,
data,
pl = TRUE,
alpha = 0.05,
control,
plcontrol,
modcontrol,
firth = TRUE,
init,
weights,
na.action,
offset,
plconf = NULL,
flic = FALSE,
model = TRUE,
...
)
```

`formula` |
A formula object, with the response on the left of the operator,
and the model terms on the right. The response must be a vector with 0 and 1 or |

`data` |
A data.frame where the variables named in the formula can be found, i. e. the variables containing the binary response and the covariates. |

`pl` |
Specifies if confidence intervals and tests should be based on the profile
penalized log likelihood ( |

`alpha` |
The significance level (1- |

`control` |
Controls iteration parameter. Default is |

`plcontrol` |
Controls Newton-Raphson iteration for the estimation of the profile
likelihood confidence intervals. Default is |

`modcontrol` |
Controls additional parameter for fitting. Default is |

`firth` |
Use of Firth's penalized maximum likelihood ( |

`init` |
Specifies the initial values of the coefficients for the fitting algorithm |

`weights` |
specifies case weights. Each line of the input data set is multiplied by the corresponding element of weights |

`na.action` |
a function which indicates what should happen when the data contain NAs |

`offset` |
a priori known component to be included in the linear predictor |

`plconf` |
specifies the variables (as vector of their indices) for which profile likelihood confidence intervals should be computed. Default is to compute for all variables. |

`flic` |
If |

`model` |
If TRUE the corresponding components of the fit are returned. |

`...` |
Further arguments to be passed to |

`logistf`

is the main function of the package. It fits a logistic regression
model applying Firth's correction to the likelihood. The following generic methods are available for logistf's output
object: ```
print, summary, coef, vcov, confint, anova, extractAIC, add1, drop1,
profile, terms, nobs, predict
```

. Furthermore, forward and backward functions perform convenient variable selection. Note
that anova, extractAIC, add1, drop1, forward and backward are based on penalized likelihood
ratios.

The object returned is of the class `logistf`

and has the following attributes:

`coefficients` |
the coefficients of the parameter in the fitted model. |

`alpha` |
the significance level (1- the confidence level) as specified in the input. |

`terms` |
the column names of the design matrix |

`var` |
the variance-covariance-matrix of the parameters. |

`df` |
the number of degrees of freedom in the model. |

`loglik` |
a vector of the (penalized) log-likelihood of the restricted and the full models. |

`iter` |
A vector of the number of iterations needed in the fitting process for the null and full model. |

`n` |
the number of observations. |

`y` |
the response-vector, i. e. 1 for successes (events) and 0 for failures. |

`formula` |
the formula object. |

`call` |
the call object. |

`terms` |
the model terms (column names of design matrix). |

`linear.predictors` |
a vector with the linear predictor of each observation. |

`predict` |
a vector with the predicted probability of each observation. |

`hat.diag` |
a vector with the diagonal elements of the Hat Matrix. |

`conv` |
the convergence status at last iteration: a vector of length 3 with elements: last change in log likelihood, max(abs(score vector)), max change in beta at last iteration. |

`method` |
depending on the fitting method 'Penalized ML' or |

`ci.lower` |
the lower confidence limits of the parameter. |

`ci.upper` |
the upper confidence limits of the parameter. |

`prob` |
the p-values of the specific parameters. |

`pl.iter` |
only if pl==TRUE: the number of iterations needed for each confidence limit. |

`betahist` |
only if pl==TRUE: the complete history of beta estimates for each confidence limit. |

`pl.conv` |
only if pl==TRUE: the convergence status (deviation of log likelihood from target value, last maximum change in beta) for each confidence limit. |

`control` |
a copy of the control parameters. |

`modcontrol` |
a copy of the modcontrol parameters. |

`flic` |
logical, is TRUE if intercept was altered such that the predicted probabilities become unbiased while keeping all other coefficients constant. According to input of logistf. |

`model` |
if requested (the default), the model frame used. |

`na.action` |
information returned by model.frame on the special handling of NAs |

Georg Heinze and Meinhard Ploner

Firth D (1993). Bias reduction of maximum likelihood estimates. Biometrika 80, 27-38. Heinze G, Schemper M (2002). A solution to the problem of separation in logistic regression. Statistics in Medicine 21: 2409-2419.

Heinze G, Ploner M (2003). Fixing the nonconvergence bug in logistic regression with SPLUS and SAS. Computer Methods and Programs in Biomedicine 71: 181-187.

Heinze G, Ploner M (2004). Technical Report 2/2004: A SAS-macro, S-PLUS library and R package to perform logistic regression without convergence problems. Section of Clinical Biometrics, Department of Medical Computer Sciences, Medical University of Vienna, Vienna, Austria. http://www.meduniwien.ac.at/user/georg.heinze/techreps/tr2_2004.pdf

Heinze G (2006). A comparative investigation of methods for logistic regression with separated or nearly separated data. Statistics in Medicine 25: 4216-4226.

Puhr R, Heinze G, Nold M, Lusa L, Geroldinger A (2017). Firth's logistic regression with rare events: accurate effect estimates and predictions? Statistics in Medicine 36: 2302-2317.

Venzon DJ, Moolgavkar AH (1988). A method for computing profile-likelihood based confidence intervals. Applied Statistics 37:87-94.

`add1.logistf()`

, `anova.logistf()`

```
data(sex2)
fit<-logistf(case ~ age+oc+vic+vicl+vis+dia, data=sex2)
summary(fit)
nobs(fit)
drop1(fit)
plot(profile(fit,variable="dia"))
extractAIC(fit)
fit1<-update(fit, case ~ age+oc+vic+vicl+vis)
extractAIC(fit1)
anova(fit,fit1)
data(sexagg)
fit2<-logistf(case ~ age+oc+vic+vicl+vis+dia, data=sexagg, weights=COUNT)
summary(fit2)
# simulated SNP example
set.seed(72341)
snpdata<-rbind(
matrix(rbinom(2000,2,runif(2000)*0.3),100,20),
matrix(rbinom(2000,2,runif(2000)*0.5),100,20))
colnames(snpdata)<-paste("SNP",1:20,"_",sep="")
snpdata<-as.data.frame(snpdata)
snpdata$case<-c(rep(0,100),rep(1,100))
fitsnp<-logistf(data=snpdata, formula=case~1, pl=FALSE)
add1(fitsnp, scope=paste("SNP",1:20,"_",sep=""), data=snpdata)
fitf<-forward(fitsnp, scope = paste("SNP",1:20,"_",sep=""), data=snpdata)
fitf
```

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