Matt Kroenig wrote:
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?
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A foray is illustrated in
www.stata.com/statalist/archive/2005-11/msg00786.html
Joseph Coveney
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