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Could somebody provide some references on the application of logistic regression for modelling rare events?

So far I've come across three methods with the main references below:

  1. Exact logistic regression (paper)
  2. Firth method (paper)
  3. King and Langche approach (paper)
lalessandro
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    Ordinary maximum likelihood estimation for logistic regression parameters is intended to handle rare events. More care needs to be taken for getting confidence limits and p-values, by using likelihood ratio test methods instead of Wald (standard error-based) methods. What is your worry? – Frank Harrell May 26 '19 at 11:08
  • @FrankHarrell I was reading at [link](https://statisticalhorizons.com/logistic-regression-for-rare-events) that 'The problem is that maximum likelihood estimation of the logistic model is well-known to suffer from small-sample bias'. For rare events like the one I'm trying to model (<3%, around 39 cases) I'm worried that MLE would be too biased because of the rarity of the event. – lalessandro May 26 '19 at 11:22
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    Paul Allison's comments are very useful and on point. I just don't know whether the magnitude of the bias makes it worth doing anything about. And note that if you used a Bayesian logistic model, everything is exact, and it doesn't require changing the model as "exact" logistic regression does in the frequentist setting. – Frank Harrell May 26 '19 at 12:12
  • dups: https://stats.stackexchange.com/questions/306122/rare-events-logistic-regression, https://stats.stackexchange.com/questions/70981/rare-event-logistic-regression, https://stats.stackexchange.com/questions/100974/rare-event-logistic-regression-bias-correction, https://stats.stackexchange.com/questions/307635/what-are-the-consequences-of-rare-events-in-logistic-regression – kjetil b halvorsen Feb 21 '20 at 03:17

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