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.
See http://www.meduniwien.ac.at/msi/biometrie/programme/fl