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jzluo / firthlogist

A Python implementation of Firth Logistic Regression
MIT License
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implement profile penalized likelihood confidence intervals #1

Closed jzluo closed 2 years ago

jzluo commented 2 years ago

Implement penalized profile likelihood to calculate confidence intervals for the coefficients

jzluo commented 2 years ago

In logistf, this is implemented in logistpl. The C code. The paper referenced for the procedure.