Python implementation of Logistic Regression with Firth's bias reduction
Project description
firthlogist
A Python implementation of Logistic Regression with Firth's bias reduction.
WIP!
Installation
pip install firthlogist
Usage
firthlogist follows the sklearn API.
from firthlogist import FirthLogisticRegression
firth = FirthLogisticRegression()
firth.fit(X, y)
coefs = firth.coef_
References
Firth, D (1993). Bias reduction of maximum likelihood estimates. Biometrika 80, 27–38.
Heinze G, Schemper M (2002). A solution to the problem of separation in logistic regression. Statistics in Medicine 21: 2409-2419.
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
firthlogist-0.0.4.tar.gz
(15.6 kB
view hashes)
Built Distribution
Close
Hashes for firthlogist-0.0.4-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | ab05f77d5bd9ae9de9ee5a0ced1a2bbb46b8f41b3019fb0a8b0d3dc6de705b69 |
|
MD5 | 4e1f44aa693ba5ee276a9dad17c84dd2 |
|
BLAKE2b-256 | 4c4e073b4d8afc7a02a4f35a1cd403ebc77c6593f2eef6c0e5a06c762a15e1c7 |