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.


Reference manual

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1.13.1 by Georg Heinze, a year ago

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Authors: Georg Heinze [aut, cre] , Meinhard Ploner [aut] , Lena Jiricka [aut]

Documentation:   PDF Manual  

Task views: Survival Analysis

GPL license

Imports survival

Depended on by PHInfiniteEstimates.

See at CRAN