Studies in the history of probability and statistics, LI: the first conditional logistic regression

Summary Statisticians and epidemiologists generally cite the publications of Prentice & Breslow (1978) and Breslow et al. (1978) as the first description and use of conditional logistic regression, while economists cite the book chapter by Nobel laureate McFadden (McFadden, 1973). We describe the until-now-unrecognized use of, and way of fitting, this model in 1934 by Lionel Penrose and Ronald Fisher.