Jeffreys-prior penalty, finiteness and shrinkage in binomial-response generalized linear models
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"Jeffreys-prior penalty, finiteness ..." refers background in this paper
..., R., Heinze, G., Nold, M., Lusa, L. & Geroldinger, A. (2017). Firth’s logistic regression with rare events: accurate eect estimates and predictions? Statistics in Medicine 36, 2302{2317. R Core Team (2020). R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna, Austria. Sartori, N. (2003). Modied prole likelihoods in models with stratum nuisance param...
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"Jeffreys-prior penalty, finiteness ..." refers background or methods in this paper
...For non-logistic links, such estimators no longer coincide with the bias-reduced estimator of Firth (1993)....
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...These new theoretical results justify and motivate the use of the RB estimator in even more complex applied settings than the one covered by the framework of Firth (1993) — settings where more involved adjustments such as modified profile likelihoods are the norm for recovering inferential accuracy (see, for example Sartori, 2003)....
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...At the time of writing, Google Scholar records approximately 2700 citations of Firth (1993), more than half of which are from 2015 or later....
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...…results justify and motivate use of the reduced-bias estimator in even more complex applied settings than the one covered by the framework of Firth (1993); in such settings, more involved methods such as modified profile likelihoods (see, for example Sartori, 2003) and approximate…...
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...The apparent finiteness and shrinkage properties of the RB estimator of Firth (1993), coupled with the fact that the estimator has the same asymptotic distribution that the ML estimator has in general, are key reasons for the increasingly widespread and diverse use of Jeffreys-penalized logistic regression in applied work....
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