coxph won't converge when including categorical (factor) variables
Hint: Why do you think no one replied? 1. That it converged with one model/fitting algorithm and not with another is useless. 2. This cannot possibly be answered without your data. 3. A guess: you are overfitting -- glmnet regularizes and will therefore fit (highly) correlated regressors coxph won't. . -- Bert
On Sat, Jul 6, 2013 at 5:04 AM, E Joffe <ejoffe at hotmail.com> wrote:
Hello, [rephrasing and reposting of a previous question (that was not answered) with new information] I have a dataset of 371 observations. When I run coxph with numeric variables it works fine. However, when I try to add factor (categorical) variables it returns "Ran out of iterations and the model did not converge" Of note, when I restructure all factors to binary variables with dummy and use glmnet-lasso the model converges. Here are examples of the code and output (including summary description of the variables):
maxSTree.cox <- coxph (Surv(time,status)~Chemo_Simple, data=dataset)
Warning message: In fitter(X, Y, strats, offset, init, control, weights = weights, : Ran out of iterations and did not converge
summary (dataset$Chemo_Simple)
Anthra_HDAC Anthra_Plus ArsenicAtra
ATRA ATRA_GO
0 163 2 12
0 2
ATRA_IDA Demeth_HistoneDAC Flu_HDAC Flu_HDAC_plus
HDAC_Clof HDAC_only
0 34 37 4
24 1
HDAC_Plus LowArac LowDAC_Clof MYLO_IL11
Phase1
4 8 30 5
5
SCT StdARAC_Anthra StdAraC_Plus Targeted
VNP40101M
0 0 0 13
23
HELP !!!!
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Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm