How to plot a cox regression with Firth's penalized likelihood?

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David Eugene Booth

Forgot to say look at the CRAN manual for plot examples. Best wishes David Booth,.PhD , UNC-CH Go Tarheels

Emily C Lynch

Hi David,

Thanks for this! Unfortunately, in the CRAN manual, they only provide an example of how to plot the penalized likelihood as compared to the wald.

I am interested in creating a graphic that illustrates survival probabilities over time (like you would for a regular cox ph regression). I would also love to figure out how to write code that predicts survival probabilities for new observations (i.e. at specified time points) based on the model. So, for example, I would like to pull the predicted survival for a specific covariate at 1 year, 2 years, etc. Does this make sense? Can you help? Any advice would be appreciated!