Search found 1 match

by mperezmora
Wed Dec 05, 2018 11:38 am
Forum: Econometric Discussions
Topic: Penalized likelihood for logistic regression
Replies: 0
Views: 459

Penalized likelihood for logistic regression

Hi!

I'm working with a binary dataset with rare events (1.7% of sample). How EViews fix the small sample bias of ML method? I know Stata has a function named firthlogit.

Thanks!

Go to advanced search