R package brglm2. Bias Reduction in Generalized Linear Models. Estimation and inference from generalized linear models based on various methods for bias reduction. The brglmFit fitting method can achieve reduction of estimation bias either through the adjusted score equations approach in Firth (1993) <<a href=”https://doi.org/10.1093/biomet/80.1.27”>https://doi.org/10.1093/biomet/80.1.27</a>> and Kosmidis and Firth (2009) <<a href=”https://doi.org/10.1093/biomet/asp055”>https://doi.org/10.1093/biomet/asp055</a>>, 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) <<a href=”http://www.jstor.org/stable/2345592”>http://www.jstor.org/stable/2345592</a>>. In the special case of generalized linear models for binomial and multinomial responses, the adjusted score equations approach returns estimates with improved frequentist properties, that are also always finite, even in cases where the maximum likelihood estimates are infinite (e.g. complete and quasi-complete separation). Estimation in all cases takes place via a quasi Fisher scoring algorithm, and S3 methods for the construction of of confidence intervals for the reduced-bias estimates are provided.
Keywords for this software
References in zbMATH (referenced in 10 articles )
Showing results 1 to 10 of 10.
- Scutari, Marco; Denis, Jean-Baptiste: Bayesian networks. With examples in R (2022)
- Kosmidis, Ioannis; Pagui, Euloge Clovis Kenne; Sartori, Nicola: Mean and median bias reduction in generalized linear models (2020)
- Martin, Bryan D.; Witten, Daniela; Willis, Amy D.: Modeling microbial abundances and dysbiosis with beta-binomial regression (2020)
- Di Caterina, Claudia; Kosmidis, Ioannis: Location-adjusted Wald statistics for scalar parameters (2019)
- Heather Turner; David Firth: Bradley-Terry Models in R: The BradleyTerry2 Package (2012) not zbMATH
- Kamil Fijorek, Andrzej Sokolowski: Separation-Resistant and Bias-Reduced Logistic Regression: STATISTICA Macro (2012) not zbMATH
- Thomas Yee: The VGAM Package for Categorical Data Analysis (2010) not zbMATH
- Kosmidis, Ioannis; Firth, David: Bias reduction in exponential family nonlinear models (2009)
- Firth, David: Bias reduction of maximum likelihood estimates (1993)
- Cordeiro, Gauss M.; McCullagh, Peter: Bias correction in generalized linear models (1991)