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Stata 13 Wish List: Firth's method for Cox models

To   Statalist <>
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.

Andrew Lover
Centre for Infectious Disease Epidemiology Research (CIDER)
Saw Swee Hock School of Public Health
National University of Singapore
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