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). The program fits profile penalized likelihood confidence intervals which were proved to outperform Wald confidence intervals.

Getting started

Package details

AuthorGeorg Heinze [aut, cre], Meinhard Ploner [aut]
MaintainerGeorg Heinze <[email protected]>
Package repositoryView on CRAN
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coxphf documentation built on March 18, 2018, 1:45 p.m.