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  • -firthlogit- is updated on SSC

    Thanks to Kit Baum, an updated version of firthlogit is now available for installation from SSC. It is a maintenance update, fixing two bugs, one for handling weights and the second for handling predictors that get omitted due to collinearity. In fixing the latter bug, I updated the command to be able to use Stata's factor variables. To install or update, type
    Code:
    search firthlogit
    in Stata's command line window and follow the link in the pop-up window.

  • #2
    Dear Joseph (and other Stata users),

    I tried to run a penalized-likelihood logistic regression using firthlogit module, but it does not work with sampling weights.
    It seems that firthlogit only allows frequency weights, am I right?

    Then, do you know - or does anyone know - how to implement a Firth's penalized-likelihood logistic regression with sampling weights?

    Thanks in advance!
    Camille

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    • #3
      As the online help file states, the command accepts only frequency weights.

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