Firth is known for his development of a general method for reducing the
bias of
maximum likelihood estimation in parametric
statistical models. The method has seen application in a wide variety of research fields, especially with
logistic regression analysis where the reduced-bias estimates also have reduced
variance and are always finite; the latter property overcomes the frequently encountered problem of
separation, which causes maximum likelihood estimates to be infinite. The original paper published in 1993 has been cited more than 4000 times according to Google Scholar. Together with a PhD student, Renée de Menezes, Firth also established the generality of the method of
quasi variances, a device for summarizing economically the estimated effects of a categorical predictor variable in a statistical model. ==Applied work==