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.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("logistf")

1.23 by Georg Heinze, 2 years ago


http://cemsiis.meduniwien.ac.at/en/kb/science-research/software/statistical-software/fllogistf/


Browse source code at https://github.com/cran/logistf


Authors: Georg Heinze [aut, cre] , Meinhard Ploner [aut] , Daniela Dunkler [ctb] , Harry Southworth [ctb]


Documentation:   PDF Manual  


Task views: Statistics for the Social Sciences


GPL license


Imports mice, mgcv


Imported by AUtests, EHR, Surrogate, apricom, pogit.

Depended on by mDAG.

Suggested by ggeffects, insight, metamisc, phyr.

Enhanced by MuMIn.


See at CRAN