Global AI and Data Science

 View Only
  • 1.  Firth Regularization in R (logistf) for Multinomial logit

    Posted Fri August 06, 2021 08:53 PM
    Edited by System Fri January 20, 2023 04:41 PM
    Hi,

    Can the Firth method be applied to multinomial logistic regression? I am using it and I am having convergence issues - Firth was supposed to fix that for me:/.
    Can someone advice?

    Thanks in advance!

    #GlobalAIandDataScience
    #GlobalDataScience


  • 2.  RE: Firth Regularization in R (logistf) for Multinomial logit

    IBM Champion
    Posted Mon August 09, 2021 08:56 AM
    Edited by System Fri January 20, 2023 04:23 PM
    If you are asking about the STATS FIRTHLOG extension command in Statistics, the underlying R module that it uses only supports binary logistic.  Sorry.

    If your response variable is actually ordinal, you could use ordinal regression (PLUM).

    ------------------------------
    Jon Peck
    ------------------------------



  • 3.  RE: Firth Regularization in R (logistf) for Multinomial logit

    Posted Tue August 10, 2021 09:44 PM
    Edited by System Fri January 20, 2023 04:40 PM
    Thanks for your response.

    ------------------------------
    ------------------------------