firth

Aug 30 2023

Firth’s Logit: Some References

Carlisle Rainey

In Rainey and McCaskey (2021), Kelly McCaskey and I offer a accessible and practical (re)introduction to Firth’s penalized maximum likelihood estimator that (1) corrects the small sample bias and (2) reduces the excessive variance of the usual maximum likelihood estimator. Below, I bookmark other...

logistic regression firth methodology small samples

Aug 11 2023

Benchmarking Firth’s Logit: {brglm2} versus {logistf}

Carlisle Rainey

Firth’s Logit I like Firth’s logistic regression model (Firth 1993). I talk about that in Rainey and McCaskey (2021) and this Twitter thread. Kosmidis and Firth (2021) offer an excellent, recent follow-up as well. I’ll refer you to the papers for a careful discussion of the benefits, but Firth’s...

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