firth_screening: a two-stage approach combining ttScreening with Firth’s bias-reduced logistic regression. This method is designed to handle small sample sizes and rare outcomes by reducing bias in logistic regression coefficients.
Two-stage screening:
(1) Pre-screen each predictor with bias-reduced logistic regression (brglm2).
(2) For predictors passing pre-screen, run repeated train/test splits and count
how often the test p-value < 0.05. Also report Bonferroni and FDR sets
from the pre-screen p-values.
Dr. Abrar maintains and is the author of this functions, for questions contact him at abrar0708@gmail.com.