Penalized likelihood for logistic regression

For econometric discussions not necessarily related to EViews.

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mperezmora
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Joined: Wed Dec 05, 2018 10:17 am

Penalized likelihood for logistic regression

Postby mperezmora » Wed Dec 05, 2018 11:38 am

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!

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