::Free Statistics and Forecasting Software::

v1.2.1

 

:: Bias-Reduced Logistic Regression - Free Statistics Software (Calculator) ::

All rights reserved. The non-commercial (academic) use of this software is free of charge. The only thing that is asked in return is to cite this software when results are used in publications.

This free online software (calculator) computes the Bias-Reduced Logistic Regression (maximum penalized likelihood) as proposed by David Firth. The penalty function is the Jeffreys invariant prior which removes the O(1/n) term from the asymptotic bias of estimated coefficients (Firth, 1993). It always yields finite estimates and standard errors (unlike the Maximum Likelihood Estimation in situations of (quasi-)complete discrimination).

Note: the first column (=endogenous series) must be a binary variable.

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!

Send output to:
Data X (click to load default data)
Names of X columns:
Chart options
Width:
Height:



Source code of R module
Top | Output | Charts | References



Cite this software as:
Wessa P., (2016), Bias Reduced Logistic Regression (v1.0.6) in Free Statistics Software (v1.2.1), Office for Research Development and Education, URL http://www.wessa.net/rwasp_logisticregression.wasp/
The R code is based on :
Firth, D. (1993) Bias reduction of maximum likelihood estimates., Biometrika, 80, 27-38.
Firth, D. (1992) Bias reduction, the Jeffreys prior and GLIM. In Advances in GLIM and Statistical Modelling, Eds. L Fahrmeir, B J Francis, R Gilchrist and G Tutz, pp91-100., New York: Springer.
Heinze, G. and Schemper, M. (2002) A solution to the problem of separation in logistic regression., Statistics in Medicine, 21, 2409-2419.
Zorn, C (2005). A solution to separation in binary response models., Political Analysis, 13, 157-170.
P.D.M. Macdonald, R Functions for ROC Curves and the Hosmer-Lemeshow Test, URL http://www.math.mcmaster.ca/peter/s4f03/s4f03_0607/rochl.html, retrieved 2008/01/28
Viv Bewick, Liz Cheek, and Jonathan Ball, Statistics review 14: Logistic regression, Crit Care. 2005; 9(1): 112–118.Published online 2005 January 13. doi: 10.1186/cc3045.URL http://ccforum.com/content/9/1/112
Top | Output | Charts | References

To cite Wessa.net in publications use:
Wessa, P. (2024), Free Statistics Software, Office for Research Development and Education,
version 1.2.1, URL https://www.wessa.net/

© All rights reserved. Academic license for non-commercial use only.
The free use of the scientific content, services, and applications in this website is granted for non commercial use only. In any case, the source (url) should always be clearly displayed. Under no circumstances are you allowed to reproduce, copy or redistribute the design, layout, or any content of this website (for commercial use) including any materials contained herein without the express written permission.

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. We make no warranties or representations as to the accuracy or completeness of such information (or software), and it assumes no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Software Version : 1.2.1
Algorithms & Software : Patrick Wessa, PhD
Server : supernova.wessa.net

About | Comments, Feedback & Errors | Privacy Policy | Statistics Resources | Wessa.net Home

 © Wessa.Net 2002-2024