brglm2 (0.6.0)
Bias Reduction in Generalized Linear Models.
https://github.com/ikosmidis/brglm2
http://cran.rproject.org/web/packages/brglm2
Estimation and inference from generalized linear models based on various methods for bias reduction and maximum penalized likelihood with powers of the Jeffreys prior as penalty. The 'brglmFit' fitting method can achieve reduction of estimation bias by solving either the mean biasreducing adjusted score equations in Firth (1993) and Kosmidis and Firth (2009) , or the median biasreduction adjusted score equations in Kenne et al. (2016) , or through the direct subtraction of an estimate of the bias of the maximum likelihood estimator from the maximum likelihood estimates as in Cordeiro and McCullagh (1991) . See Kosmidis et al (2019) for more details. Estimation in all cases takes place via a quasi Fisher scoring algorithm, and S3 methods for the construction of of confidence intervals for the reducedbias estimates are provided. In the special case of generalized linear models for binomial and multinomial responses (both ordinal and nominal), the adjusted score approaches return estimates with improved frequentist properties, that are also always finite, even in cases where the maximum likelihood estimates are infinite (e.g. complete and quasicomplete separation). 'brglm2' also provides prefit and postfit methods for detecting separation and infinite maximum likelihood estimates in binomial response generalized linear models.
Maintainer:
Ioannis Kosmidis
Author(s): Ioannis Kosmidis [aut, cre] (<https://orcid.org/0000000315560302>), Kjell Konis [ctb], Euloge Clovis Kenne Pagui [ctb], Nicola Sartori [ctb]
License: GPL3
Uses: enrichwith, lpSolveAPI, MASS, Matrix, nnet, numDeriv, testthat, knitr, rmarkdown, covr
Reverse suggests: WeightIt
Released 4 days ago.
9 previous versions
 brglm2_0.5.2. Released about 1 month ago.
 brglm2_0.5.1. Released 9 months ago.
 brglm2_0.5.0. Released 9 months ago.
 brglm2_0.1.8. Released over 1 year ago.
 brglm2_0.1.7. Released over 1 year ago.
 brglm2_0.1.6. Released almost 2 years ago.
 brglm2_0.1.5. Released about 2 years ago.
 brglm2_0.1.4. Released over 2 years ago.
 brglm2_0.1.3. Released over 2 years ago.
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