Firth's Bias-Reduced Logistic Regression
Description
Fit a logistic regression model using Firth's bias reduction method, equivalent to penalization of the log-likelihood by the Jeffreys
prior. Confidence intervals for regression coefficients can be computed by penalized profile likelihood. Firth's method was proposed as ideal
solution to the problem of separation in logistic regression. If needed, the bias reduction can be turned off such that ordinary
maximum likelihood logistic regression is obtained.