Firth's Logistic Regression Approximation by Weighting Observations
DOI:
https://doi.org/10.15678/ZNUEK.2013.0923.07Keywords:
logistic regression, bias reduction, complete separation, approximate estimationAbstract
Firth's approach to a logistic regression is presented from the perspective of weighted data points. Hidden Logistic Model is reformulated accordingly and two approximations of Firth's procedure are introduced. A simulation study was conducted to investigate and compare the quality of the approximations.
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References
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