FIRTHLOGIT: Stata module to calculate bias reduction in logistic regression
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.
|Requires:||Stata version 13.1|
|Date of creation:||14 Jul 2008|
|Date of revision:||25 Jul 2015|
|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/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
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