Firth’s Logistic Regression: Solving the Problem of Separation
In my previous post, I explained What logistic regression is and also explained odds, odds ratio and model equation. Today, I’ll introduce Firth’s Logistic Regression. Common logistic regression is mostly used when the sample size is sufficiently large, and the outcome variable (0 and 1) is well-balanced. Also, it is used when there is no perfect separation between predictors and outcomes. However, common logistic regression fails or becomes unstable in certain situations. Firth’s Logistic Regression is usually used when there…