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Firth Penalized Likelihood


 
Useful in cases of complete or quasi-complete separation. 

For the theory behind the method, see the attached article '[Biometrika] Bias reduction of ML estimates (Firth).pdf' and other related information attached below.


Available in R using package 'logistf'.  Also see package 'zelig'.

Available in SAS 9.2.  See firth.macro.sas.txt for SAS macro.

 
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