R package coxphf: 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). The program fits profile penalized likelihood confidence intervals which were proved to outperform Wald confidence intervals.
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References in zbMATH (referenced in 1 article )
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- Wu, Jing; de Castro, Mário; Schifano, Elizabeth D.; Chen, Ming-Hui: Assessing covariate effects using Jeffreys-type prior in the Cox model in the presence of a monotone partial likelihood (2018)