LogisticRegression 完全准分离

问：

为了计算倾向分数，我想估计横截面二元响应回归模型 使用 statsmodel LogisticRegression 逐年计算。作为解释变量，我考虑了公司特征，治疗组说明了是否在样本中。估计结果令人困惑，表明可能完全准分离。

如何解决模型评估指标不佳和完全准分离的问题？

df = pd.read_excel("Posthoc/PSM_firms_combined.xlsx")
X_year = df[df['Year'] == 2015][['Total Assets', 'Growth', 'Price to Book Value per Share', 'Total Debt to Common Equity']]
y_year = df[df['Year'] == 2015]['Treatment']
logit_model = sm.Logit(y_year, X_year)
results = logit_model.fit()
print(results.summary())

# Obtain the chi-squared statistic
chi_squared = results.llr
print("Chi-Squared Statistic:", chi_squared)
# Calculate McFadden's R-squared
log_likelihood_model = results.llf  # Log-likelihood of the model
log_likelihood_null = results.llnull  # Log-likelihood of a null model
mcfadden_r2 = 1 - (log_likelihood_model / log_likelihood_null)
print("McFadden's R-squared:", mcfadden_r2)
# Obtain AUC-ROC
y_pred_prob = results.predict(X_year)
auc_roc = roc_auc_score(y_year, y_pred_prob)
print("AUC-ROC:", auc_roc)

Logit 回归结果

我尝试了没有成功和 FirthLogisticRegression。logit_model.fit(method = 'bfgs')