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) .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0 by Jie-Huei Wang, 2 years ago

Browse source code at

Authors: Jie-Huei Wang , Chun-Hao Pan , I-Shou Chang , and Chao A. Hsiung

Documentation:   PDF Manual  

GPL (>= 2) license

Depends on MASS, survival, splines

See at CRAN