st: -mim-, -firthlogit-, and penalized profile likelihood?

[Pavel Roshanov <roshanp@mcmaster.ca>]

Dear Statalist,

I have recently learned how to use Stata, and although I'm a
first-time poster, I have learned much from this list. I hope that you
can help me with the following problem.

I'm trying to perform logistic regression with sparse data and a
relatively small sample size. I discovered separation in the
complete-case analysis and have tackled it using -exlogistic- and
-firthlogit-.

In my multiply-imputed data, however, I find myself unable to use
-exlogistic-. -firthlogit- worked but, if I understand this correctly,
the default parameter confidence intervals are based on Wald and may
be incorrect. The penalized profile likelihood method is recommended
but I don't know how to implement it and especially how to do this in
-mim-.

Thank you for your time and any suggestions are very much appreciated!



Pavel Roshanov
Graduate Student
Department of Clinical Epidemiology and Biostatistics
McMaster University
Hamilton, ON, Canada
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