Python implementation of Logistic Regression with Firth's bias reduction
Project description
firthlogist
A Python implementation of Logistic Regression with Firth's bias reduction.
WIP!
Installation
pip install firthlogist
Usage
firthlogist follows the sklearn API.
from firthlogist import FirthLogisticRegression
firth = FirthLogisticRegression()
firth.fit(X, y)
coefs = firth.coef_
pvals = firth.pvals_
bse = firth.bse_
References
Firth, D (1993). Bias reduction of maximum likelihood estimates. Biometrika 80, 27–38.
Heinze G, Schemper M (2002). A solution to the problem of separation in logistic regression. Statistics in Medicine 21: 2409-2419.
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