Authors
Tapabrata Maiti, Vivek Pradhan
Publication date
2008/12
Journal
Statistical Methods in Medical Research
Volume
17
Issue
6
Pages
621-634
Publisher
SAGE Publications
Description
Logistic regression is frequently used in many areas of applied statistics. The maximum likelihood estimates (MLE) of the logistic regression parameters are usually computed using the iterative Newton—Raphson method. It is well known that these estimates are biased. Several methods are proposed to correct the bias of these estimates. Among them Firth (1993) and Cordeiro and McCullagh (1991) proposed two promising methods. The conditional exact method (CMLE) is popular for small-sample estimates, and is available in many software packages. In this article we compare these methods in terms of their bias. In general, our extensive simulations show that the methods proposed by Cordeiro and McCullagh and by Firth work well, though Cordeiro and McCullagh is slightly better in our simulations. In case of separation, Firth or CMLE can be used; however, a judicious approach is required when there is a …
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