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Cited by 396

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A Solution to the Problem of Monotone Likelihood in Cox Regression

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Heinze, Georg, Schemper, Michael·2001·Biometrics

Abstract

Summary.The phenomenon of monotone likelihood is observed in the fitting process of a Cox model if the likelihood converges to a finite value while at least one parameter estimate diverges to ±∞. Monotone likelihood primarily occurs in small samples with substantial censoring of survival times and several highly predictive covariates. Previous options to deal with monotone likelihood have been unsatisfactory. The solution we suggest is an adaptation of a procedure by Firth (1993,Biometrika80, 27–38) originally developed to reduce the bias of maximum likelihood estimates. This procedure produces finite parameter estimates by means of penalized maximum likelihood estimation. Corresponding Wald‐type tests and confidence intervals are available, but it is shown that penalized likelihood ratio tests and profile penalized likelihood confidence intervals are often preferable. An empirical study of the suggested procedures confirms satisfactory performance of both estimation and inference. The advantage of the procedure over previous options of analysis is finally exemplified in the analysis of a breast cancer study.

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Metadata

Authors
Heinze, G., & Schemper, M.
Venue
Biometrics
Published
2001-03
Volume
57
Issue
1
Pages
114-119
ISSN
  • 0006-341X (ISSN-L)
  • 1541-0420
OpenAlex
W2112600232
Cited by
396
References
20
FWCI
2.87
Type
journal article
Language
en
Open access
bronze

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CoChat. (2026). Citation check: A Solution to the Problem of Monotone Likelihood in Cox Regression. https://app.cochat.ai/papers/10.1111/j.0006-341x.2001.00114.x
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Heinze, G., & Schemper, M. (2001). A Solution to the Problem of Monotone Likelihood in Cox Regression. Biometrics. https://doi.org/10.1111/j.0006-341x.2001.00114.x

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