[R] Implementing Jeffreys Invariant Prior to GLM

[Martin Plöderl]

Hello!

In logistic regression I have a rare event as the dependent variable,
i.e. the "successes" appear with a frequency of ca. 3%.
In a Paper by King & Zeng "Logistic Regression in Rare Events Data" 
(http://gking.harvard.edu/stats.shtml )
a prior-correction method and/or a weighting procedure is suggested to 
reduce the bias resulting from such analysis.

The authors state that using Jeffreys invariant prior also works.
Does anybody know who to implement this in R?

Thank you for your reply!

-- 
Dr. Martin Plöderl
Universität Salzburg
Fachbereich Psychologie
Abteilung Sozialpsychologie
Hellbrunnerstr. 34
5020 Salzburg

Phone: +43 662 8044 5130
martin.ploederl at sbg.ac.at