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stat.ME2024
Jeffreys-prior penalty for high-dimensional logistic regression: A conjecture about aggregate bias
Ioannis Kosmidis, Patrick Zietkiewicz
Firth (1993, Biometrika) shows that the maximum Jeffreys' prior penalized likelihood estimator in logistic regression has asymptotic bias decreasing with the square of the number o…
stat.ME2024
Bounded-memory adjusted scores estimation in generalized linear models with large data sets
Patrick Zietkiewicz, Ioannis Kosmidis
The widespread use of maximum Jeffreys'-prior penalized likelihood in binomial-response generalized linear models, and in logistic regression, in particular, are supported by the r…