The DOI matches its Crossref record; 20 of the 20 references it cites were found in a registry or an index.
A Solution to the Problem of Monotone Likelihood in Cox Regression
Open accessAbstract
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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Cites
Regression Models and Life-Tables
Cox, D. R. (1972) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1972.tb00899.x · Cited by 39,793
Regression Models and Life-Tables
Cox, D. R. (1992) · Springer Series in Statistics · doi:10.1007/978-1-4612-4380-9_37 · Cited by 26,297
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McCullagh, P., & Nelder, J. A. (1989) · doi:10.1007/978-1-4899-3242-6 · Cited by 16,836
Cox, D. R., & Oakes, D. (2018) · Chapman & Hall/CRC eBooks · doi:10.1201/9781315137438 · Cited by 6,234
Bias reduction of maximum likelihood estimates
FIRTH, D. (1993) · Biometrika · doi:10.1093/biomet/80.1.27 · Cited by 5,035
Breslow, N., Cox, D. R., & Oakes, D. (1985) · Biometrics · doi:10.2307/2530888 · Cited by 4,333
Modelling for Survival Data in Medical Research
(1995) · Technometrics · doi:10.1080/00401706.1995.10485920 · Cited by 2,145
Modelling Survival Data in Medical Research
Collett, D. (1994) · Springer eBooks · doi:10.1007/978-1-4899-3115-3 · Cited by 1,065
Analysing Survival Data From Clinical Trials and Observational Studies
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Metadata
- Authors
- Heinze, G., & Schemper, M.
- Venue
- Biometrics
- Publisher
- Oxford University Press (OUP)
- 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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