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Whereas it reduces the bias in maximum likelihood estimates of coefficients, bias towards one-half is introduced
in the predicted probabilities. The stronger the imbalance of the outcome, the more severe is the bias in the
predicted probabilities. We propose two simple modifications of Firth’s logistic regression resulting in unbiased
predicted probabilities.
The text was updated successfully, but these errors were encountered:
Paper for FLIC and FLAC: https://onlinelibrary.wiley.com/doi/10.1002/sim.7273
The text was updated successfully, but these errors were encountered: