logistf - Firth's Bias-Reduced Logistic Regression

Fit a logistic regression model using Firth's bias reduction method, equivalent to penalization of the log-likelihood by the Jeffreys prior. Confidence intervals for regression coefficients can be computed by penalized profile likelihood. Firth's method was proposed as ideal solution to the problem of separation in logistic regression, see Heinze and Schemper (2002) <doi:10.1002/sim.1047>. If needed, the bias reduction can be turned off such that ordinary maximum likelihood logistic regression is obtained. Two new modifications of Firth's method, FLIC and FLAC, lead to unbiased predictions and are now available in the package as well, see Puhr et al (2017) <doi:10.1002/sim.7273>.

Last updated 1 years ago

8.91 score 12 stars 15 dependents 330 scripts 4.6k downloads

mfp - Multivariable Fractional Polynomials

Fractional polynomials are used to represent curvature in regression models. A key reference is Royston and Altman, 1994.

Last updated 2 years ago

5.67 score 3 stars 4 dependents 117 scripts 1.1k downloads

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), see Heinze and Schemper (2001) and Heinze and Dunkler (2008). The program fits profile penalized likelihood confidence intervals which were proved to outperform Wald confidence intervals.

Last updated 1 years ago

fortran

5.65 score 2 stars 1 dependents 36 scripts 2.1k downloads

SurvCorr - Correlation of Bivariate Survival Times

Estimates correlation coefficients with associated confidence limits for bivariate, partially censored survival times. Uses the iterative multiple imputation approach proposed by Schemper, Kaider, Wakounig and Heinze (2013) <doi:10.1002/sim.5874>. Provides a scatterplot function to visualize the bivariate distribution, either on the original time scale or as copula.

Last updated 2 years ago

2.70 score 2 scripts 201 downloads