brglm: Bias reduction in binomial-response GLMs
Fit binomial-response GLMs using either a modified-score
approach to bias reduction or maximum penalized likelihood
where penalization is by Jeffreys invariant prior. Fitting
takes place by iteratively fitting a local GLM on a pseudo-data
representation. The interface is essentially the same as 'glm'.
More flexibility is provided by the fact that custom
pseudo-data representations can be specified and used for model
fitting. Functions are provided for the construction of
confidence intervals for the bias-reduced estimates.