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.


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Reference manual

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install.packages("coxphf")

1.13.1 by Georg Heinze, 8 months ago


https://cemsiis.meduniwien.ac.at/kb/wf/software/statistische-software/fccoxphf/


Report a bug at https://github.com/georgheinze/coxphf/issues/


Browse source code at https://github.com/cran/coxphf


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