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st: separation problem
I am doing logit analysis and I have a separation problem--one of my model's covariates perfectly
predicts the binary outcome. Stata ommits the variable and drops observations when separation is
present. According to Christopher Zorn [ "A Solution to Separation in Binary Response Models"
Political Analysis, 13:2 (2005)], I can solve the separation problem by estimating a
penalized-likelihood model using, for example, Firth's bias-reduced logistic regression (brlr).
As far as I can tell, Firth's own brlr package is for R only. Is there a version of brlr for
Stata? How can I estimate a penalized-likelihood model in Stata?
Thanks in advance for your time.
National Science Foundation IGERT Fellow
Department of Political Science
210 Barrows Hall
Berkeley, CA 94720
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