coxphf

swMATH32658CRANcoxphfMaRDI QIDQ44369FDOQ44369

Cox Regression with Firth's Penalized Likelihood

Gregor Steiner, Lena Jiricka, Meinhard Ploner, Georg Heinze

Last update: 11 August 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.13.1, 1.0-2, 1.05, 1.08, 1.09, 1.10, 1.11, 1.12, 1.13.3, 1.13, 1.13.4

Source code repository: https://github.com/cran/coxphf

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.

Cited In (2)

• Assessing covariate effects using Jeffreys-type prior in the Cox model in the presence of a monotone partial likelihood
• PHInfiniteEstimates

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