FIRTHLOGIT: Stata module to calculate bias reduction in logistic regression
AbstractThe 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.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S456948.
Programming language: Stata
Requires: Stata version 9.2
Date of creation: 14 Jul 2008
Date of revision:
Note: This module should be installed from within Stata by typing "ssc inst firthlogit". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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