Firth regression in python

Marco Galardini and I have recently reimplemented the bacterial GWAS software SEER in python. As part of this I rewrote my C++ code for Firth regression in python. Firth regression gives better estimates when data in logistic regression is separable or close to separable (when a chi-squared contingency table has small entries).

I found that although there is an R implementation logistf I couldn’t find an equivalent in another language, or python’s statsmodels. Here is a gist with my python functions and a skeleton of how to use them and calculate p-values, in case anyone would like to use this in future without having to write the optimiser themselves.