coxphf (Q44369): Difference between revisions

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+Implements Firth's penalized maximum likelihood bias reduction method  for Cox regression  which has been shown to provide a solution in case of monotone likelihood (nonconvergence of likelihood function), see   Heinze and Schemper (2001) and Heinze and Dunkler (2008).  The program fits profile penalized likelihood confidence intervals which were proved to outperform  Wald confidence intervals.
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+Georg Heinze
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+Gregor Steiner
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+GNU General Public License, version 2.0
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+Software:44369

Latest revision as of 23:41, 21 March 2024

Cox Regression with Firth's Penalized Likelihood

Language	Label	Description	Also known as
English	coxphf	Cox Regression with Firth's Penalized Likelihood

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software version identifier

1.13.1

publication date

28 September 2020

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1.0-2

publication date

11 April 2007

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1.05

publication date

22 April 2010

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1.08

publication date

27 October 2011

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1.09

publication date

14 September 2012

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1.10

publication date

8 July 2013

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1.11

publication date

21 January 2015

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1.12

publication date

22 December 2016

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1.13.3

publication date

18 July 2023

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1.13

publication date

3 March 2018

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1.13.4

publication date

11 August 2023

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MaRDI software profile

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last update

11 August 2023

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description

Implements Firth's penalized maximum likelihood bias reduction method for Cox regression which has been shown to provide a solution in case of monotone likelihood (nonconvergence of likelihood function), see Heinze and Schemper (2001) and Heinze and Dunkler (2008). The program fits profile penalized likelihood confidence intervals which were proved to outperform Wald confidence intervals.

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GNU General Public License, version 2.0