coxphf

Cox Regression with Firth's Penalized Likelihood

CRAN Package

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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