NPMLENCC: Non-Parametric Maximum Likelihood Estimate for Cohort Samplings

To compute the non-parametric maximum likelihood estimates (NPMLEs) and penalized NPMLEs with SCAD, HARD and LASSO penalties for nested case-control or case-cohort sampling design with time matching under Cox's regression model. It also proposes the standard error formula for estimator using observed profile likelihood. For details about (penalized) NPNLEs see the original paper "Penalized Full Likelihood Approach to Variable Selection for Cox's Regression Model under Nested Case-Control Sampling" by Wang et al. (2019) <doi:10.1007/s10985-019-09475-z>.

Getting started

Package details

AuthorJie-Huei Wang, Chun-Hao Pan, I-Shou Chang, and Chao A. Hsiung
MaintainerJie-Huei Wang <jhwang@stat.sinica.edu.tw>
LicenseGPL (>= 2)
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("NPMLENCC")

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NPMLENCC documentation built on May 31, 2019, 9:04 a.m.