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


From   graupel75@gmail.com
To   Statalist <statalist@hsphsun2.harvard.edu>
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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