Penalized likelihood for logistic regression
Posted: 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!
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!