*! version 1.0.1, Alexander Staudt, 29dec2020

Title

firthfit -- Compute measures of fit for Firth's logit models.

Syntax

firthfit

Description

firthfit computes measures of fit for Firth's logit models. firthfit reports the likelihoods of the intercept-only (null) model and the full model.
Furthermore, firthfit computes the model AIC and BIC, Cox-Snell/maximum likelihood R2, Cragg-Uhler/Nagelkerke R2, Efron R2, McFadden R2, McFadden adjusted R2, McKelvey & Zavoina R2, as well as Tjur's D.

Examples

. webuse hiv1

. firthlogit hiv cd4 cd8

. firthfit

Remarks

firthfit requires firthlogit to be installed (ssc install firthlogit).

Author

Alexander Staudt, staudtlex@live.de

Also see

firthlogit

fitstat (if installed)