[R] Coxph and loglik converged before variable X

[Eric Rescorla]

Hi,

I'm doing some coxph fits using the survival package. There are a large
number of potential predictors and so I was considering using stepAIC
for model selection. However, in the early stages I'm getting complaints
like the following:


Warning message:
In fitter(X, Y, strats, offset, init, control, weights = weights,  :


Loglik converged before variable  1,2 ; beta may be infinite.

The source of the problem seems to be that I have a fairly small number
of data values ~500 and some of the predictor levels only have one or
two data points, which I imagine is breaking the fit.

I have two (related) questions:
1. Can I in general ignore this kind of warning and just pay attention to
    predictors which produce significant p values?
2. In the specific case of stepAIC, can I ignore this warning and trust
    that stepAIC will remove predictors that aren't useful contributors
    to the model.

Thanks in advance for any help.
-Ekr