logistf
type: Item
swMATH work ID: 7107
instance of: R package
software version identifier: 1.24.1
software version identifier: 1.25.0
software version identifier: 1.00
software version identifier: 1.01
software version identifier: 1.03
software version identifier: 1.05
software version identifier: 1.06
software version identifier: 1.10
software version identifier: 1.20
software version identifier: 1.21
software version identifier: 1.22
software version identifier: 1.23.1
software version identifier: 1.23
software version identifier: 1.24
software version identifier: 1.26.0
maintained by: Georg Heinze
CRAN project: logistf
programmed in: R
MaRDI profile type: Software
last update: 2023-08-18T00:00:00Z
description: 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 idealsolution to the problem of separation in logistic regression, see Heinze and Schemper (2002) <doi:10.1002/sim.1047>. If needed, the bias reduction can be turned off such that ordinarymaximum likelihood logistic regression is obtained. Two new modifications of Firth's method, FLIC and FLAC, lead to unbiased predictions and are now availablein the package as well, see Puhr et al (2017) <doi:10.1002/sim.7273>.
author: Georg Heinze
author: Meinhard Ploner
author: Lena Jiricka
author: Gregor Steiner
copyright license: GNU General Public License, version 2.0
copyright license: GNU General Public License, version 3.0
imports: mice
imports: mgcv
imports: formula.tools
imports: Matrix
cites work: A solution to the problem of separation in logistic regression
cites work: Firth's logistic regression with rare events: accurate effect estimates and predictions?
source code repository: logistf
depends on software: R
description: Firth's Bias-Reduced Logistic Regression