Cox Regression with Firth's Penalized Likelihood.

coxphf

Overview

The package coxphf 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.

Installation

# Install coxphf from CRAN
install.packages("coxphf")

# Or the development version from GitHub:
# install.packages("devtools")
devtools::install_github("georgheinze/coxphf")

Usage

The call of the main function of the library follows the structure of the standard functions requiring a data.frame and a formula for the model specification. The response must be a survival object as returned by the 'Surv' function (see its documentation in the survival package). The resulting object belongs to the new class coxphf.

library(survival)
data(breast)
fit.breast<-coxphf(data=breast, Surv(TIME,CENS)~T+N+G+CD)
summary(fit.breast)

Acknowledgment

This work was supported by the Austrian Science Fund (FWF) (award I 2276).