Kamil Fijorek
ARTICLE

(Polish) PDF

ABSTRACT

In the first part of the paper the results of the simulation study, comparing the coverage properties of Wald’s and the profile likelihood confidence intervals for the probability of a success in the Firth’s logistic regression, are described. The efficient algorithm for computing profile likelihood confidence intervals is proposed. In the second part of the paper the theoretical results are applied to the bankruptcy model.

KEYWORDS

logistic regression, confidence intervals, profile likelihood

REFERENCES

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