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Re: st: separation problem

From   Joseph Coveney <>
To   Statalist <>
Subject   Re: st: separation problem
Date   Thu, 30 Mar 2006 09:51:49 +0900

Matt Kroenig wrote:

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?


A foray is illustrated in

Joseph Coveney

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