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Rare events / Firth estimates

Posted: 29 Apr 2020, 19:43
by DJNootje
Dear Stephane and David,

Thanks for your incredible work on Apollo!

Sometimes there are alternatives in a choice data set with just a few choice observations, so called rare events.
Does it make sense to use penalization to obtain firth bias corrected estimates, like available within JMP software by SAS?
And how can I obtain these firth bias corrected estimates in Apollo?

Thanks in advance!

Kind regards,

Toon

Re: Rare events / Firth estimates

Posted: 02 May 2020, 22:41
by stephanehess
Hi Toon

we've looked into this, and the kind of correction would be impractical to code in a general way (so it can be used with all models) and would also only appeal to a limited number of users of Apollo.

Best wishes

Stephane