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Stata 13 Wish List: Firth's method for Cox models
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To
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Subject
Stata 13 Wish List: Firth's method for Cox models
Date
Mon, 4 Feb 2013 10:57:35 +0800
Dear Statalist,
A small wish for version 13- implementation of Firth's method for
monotone likelihood in Cox survival models:
Heinze G and Schemper M (2001). "A Solution to the Problem of Monotone
Likelihood in Cox Regression" Biometrics 57(1), 114-119.
They have been implemented for logistic models by Joseph Coveney as
-firthlogit- but not for survival yet, and can be quite useful with
many tied failures.
cheers-
Andrew Lover
______________________________________________
Epidemiologist
Centre for Infectious Disease Epidemiology Research (CIDER)
Saw Swee Hock School of Public Health
National University of Singapore
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