coxphf: Cox Regression with Firth's Penalized Likelihood

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.

Package details

AuthorGeorg Heinze [aut, cre], Meinhard Ploner [aut], Lena Jiricka [aut], Gregor Steiner [aut]
MaintainerGeorg Heinze <georg.heinze@meduniwien.ac.at>
LicenseGPL
Version1.13.4
URL https://cemsiis.meduniwien.ac.at/kb/wf/software/statistische-software/fccoxphf/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("coxphf")

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coxphf documentation built on Aug. 11, 2023, 5:06 p.m.