catch error/warning message in a loop

Hi, I am running cox regreesion (coxph) on a large
number of independent variables, one variable at a
time, using loop. At some point of the loop, the cox
regression stopped due to some errors. How can I know
at which variable the cox regression stopped so that I
can pinpoint the variable that causes the problem? I
guess this is not unique to cox regression, it is the
problem of catching the error/warning message promptly
in a loop.

tahnks

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