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

From   Pavel Roshanov <>
Subject   st: -mim-, -firthlogit-, and penalized profile likelihood?
Date   Mon, 1 Aug 2011 18:55:25 -0400

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

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

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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