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Appropriate to use firth method in proc logistic for rare events?

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Occasional Contributor
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Appropriate to use firth method in proc logistic for rare events?

Hi,

I am trying to perform logistic regression but am facing rare events (~0.07%) out of a total sample of 200,000+ observations. I understand that one method is to perform stratified sampling. But I also read that Firth method is possible too? (Logistic Regression for Rare Events | Statistical Horizons)

Can I check if Firth method is appropriate for rare events?

Occasional Contributor
Posts: 12

Re: Appropriate to use firth method in proc logistic for rare events?

You might want to check out the paper by King and Zeng, "Logistic Regression in Rare Events Data" that addresses the rare events problem and also cites Firth's paper. I am interested in knowing how you have progressed with the modeling of the rare data, as I have a similar extremely rare events data to process.


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