ENH: Firth penalized Poisson

[josef-pkt]

This article has explicit expression for score of Firth penalized poisson, based on IRLS

motivation is separation in Poisson #1512

Mondol, Momenul Haque, M. Shafiqur Rahman, and Wasimul Bari. “A Penalized Likelihood Approach for Dealing with Separation in Count Data Regression Model.” Communications in Statistics - Simulation and Computation 0, no. 0 (March 30, 2022): 1–15. https://doi.org/10.1080/03610918.2022.2057541.

[josef-pkt]

Firth Logit also has diag_hatmatrix in the penalization term, no need to compute penalization from hessian

for example, referenced by Mondol et al
Heinze, G, and M. Schemper. 2002. A solution to the problem of separation in logistic regression. Statistics in
Medicine 21 (16):2409–19. doi:10.1002/sim.1047.