Problems with coxph and survfit in a stratified model with interactions

rm wrote

I?m trying to set up proportional hazard model that is stratified with
respect to covariate 1 and has an interaction between covariate 1 and
another variable, covariate 2. Both variables are categorical. In the
following, I try to illustrate the two problems that I?ve encountered,
using the lung dataset.

The first problem is the warning:

To me, it seems that there are too many dummies generated.

The second problem is the error:

Adding the main effect of cov2 allows the model to run

library(survival)

lung$cov1 <- factor(lung$ph.ecog, 0:3, c("zero","one","two","three"))
lung$cov2 <- factor(lung$sex, 1:2, c("male","female"))

sCox <- coxph(Surv(time, status) ~ strata(cov1) + cov2 + cov1:cov2,
data=lung)

df <- data.frame(
  cov1=factor(0:3, 0:3, c("zero","one","two","three"))[1],
  cov2=factor(1:2, 1:2, c("male","female"))[1]
)
df

sfCox <- survfit(sCox, newdata=df)

plot(sfCox[1], conf=FALSE)
lines(sfCox[2], col=2)
lines(sfCox[3], col=3)
lines(sfCox[4], col=4)



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