Message-ID: <58dada2e-c2e5-9017-49e0-235ff47a2468@uke.de>
Date: 2016-06-02T09:46:29Z
From: Johannes Hengelbrock
Subject: coxph: no convergence with completely tied data with 'exact'-method
Dear users,
I'm trying to estimate a conditional logistic model using the
coxph()-function from the survival package. Somehow, the model does not
converge if time is set to the same value for all observations:
library(survival)
set.seed(12345)
n <- 3000
a <- rbinom(n, 1, 0.5)
b <- rbinom(n, 1, 0.5)
coxph(formula = Surv(rep(1, 3000), a) ~ b, method = "exact")
Error in fitter(X, Y, strats, offset, init, control, weights = weights,
: NA/NaN/Inf in foreign function call (arg 5) In addition: Warning
message: In fitter(X, Y, strats, offset, init, control, weights =
weights, :Ran out of iterations and did not converge
Changing iter.max does not help, aparently. Strangely, the exact same
model converges in SAS.
I know that I could estimate the model differently (via glm), but I
would like to understand why the model does converge in SAS but not in R.
Thanks,
Johannes
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Johannes Hengelbrock
Universit?tsklinikum Hamburg-Eppendorf
Institut f. Medizinische Biometrie und Epidemiologie
Martinistr. 52, 20246 Hamburg
Tel. 040-7410-53517 / Fax: 040-7410-57790
mailto:j.hengelbrock at uke.de
https://www.uke.de/kliniken-institute/institute/medizinische-biometrie-und-epidemiologie/team/index.html
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Universit?tsklinikum Hamburg-Eppendorf; K?rperschaft des ?ffentlichen Rechts; Gerichtsstand: Hamburg | www.uke.de
Vorstandsmitglieder: Prof. Dr. Burkhard G?ke (Vorsitzender), Prof. Dr. Dr. Uwe Koch-Gromus, Joachim Pr?l?, Rainer Schoppik
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