IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this software component or follow this series

FIRTHLOGIT: Stata module to calculate bias reduction in logistic regression

  • Joseph Coveney

    ()

    (Cobridge Co., Ltd.)

Registered author(s):

    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.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL: http://fmwww.bc.edu/repec/bocode/f/firthlogit.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/f/firthlogit_ll.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/f/firthlogit.hlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/f/foxman.do
    File Function: sample do-file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/a/asseryanis.do
    File Function: sample do-file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/p/potter.do
    File Function: sample do-file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/c/collett.do
    File Function: sample do-file
    Download Restriction: no

    Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456948.

    as
    in new window

    Size:
    Programming language: Stata
    Requires: Stata version 9.2
    Date of creation: 14 Jul 2008
    Date of revision:
    Handle: RePEc:boc:bocode:s456948
    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
    Phone: 617-552-3670
    Fax: +1-617-552-2308
    Web page: http://fmwww.bc.edu/EC/
    Email:


    More information through EDIRC

    Order Information: Web: http://repec.org/docs/ssc.php

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s456948. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.