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st: separation problem
Hi,
I am doing logit analysis and I have a separation problem--one of my model's covariates perfectly
predicts the binary outcome. Stata ommits the variable and drops observations when separation is
present. According to Christopher Zorn [ "A Solution to Separation in Binary Response Models"
Political Analysis, 13:2 (2005)], I can solve the separation problem by estimating a
penalized-likelihood model using, for example, Firth's bias-reduced logistic regression (brlr).
As far as I can tell, Firth's own brlr package is for R only. Is there a version of brlr for
Stata? How can I estimate a penalized-likelihood model in Stata?
Thanks in advance for your time.
Best,
Matt Kroenig
National Science Foundation IGERT Fellow
Department of Political Science
210 Barrows Hall
UC Berkeley
Berkeley, CA 94720
USA
(510) 499-1575
[email protected]
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