[R] basehaz() in package 'Survival' and warnings() with coxph

[hazbro]

My sessionInfo is as follows:

R version 2.15.1 (2012-06-22)
Platform: x86_64-unknown-linux-gnu (64-bit)

locale:
 [1] LC_CTYPE=en_GB.UTF-8       LC_NUMERIC=C
 [3] LC_TIME=en_GB.UTF-8        LC_COLLATE=en_GB.UTF-8
 [5] LC_MONETARY=en_GB.UTF-8    LC_MESSAGES=en_GB.UTF-8
 [7] LC_PAPER=C                 LC_NAME=C
 [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_GB.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] splines   stats     graphics  grDevices utils     datasets  methods
[8] base

other attached packages:
 [1] mi_0.09-16       arm_1.5-05       foreign_0.8-50   abind_1.4-0
 [5] R2WinBUGS_2.1-18 coda_0.15-2      lme4_0.999999-0  Matrix_1.0-6
 [9] lattice_0.20-6   car_2.0-12       nnet_7.3-4       MASS_7.3-20
[13] MuMIn_1.7.11     survival_2.36-14

loaded via a namespace (and not attached):
[1] grid_2.15.1   nlme_3.1-104  stats4_2.15.1
>


It will be difficult to reproduce an example here as the data set I am using
in very large. I can give you an example:

fit3.1<- coxph(formula = y ~ sex + ns(ageyrs, df = 2) + AdmissionSource +
+     X1 + X2 + X3 + X5 + X6 + X7 + X11 + X12 + X13 + X14 + X15 +
+     X16 + X17 + X18 + X19 + X20 + X22 + X24 + X25 + X26 + X27 +
+     X28 + X29 + X32 + X33 + X35 + X38 + X39 + X40 + X41 + X42 +
+     X43 + X44 + X47 + X49 + X53 + X54 + X55 + X58 + X59 + X62 +
+     X68 + X69 + X78 + X80 + X81 + X84 + X85 + X86 + X93 + X95 +
+     X98 + X100 + X101 + X102 + X105 + X107 + X108 + X109 + X110 +
+     X112 + X113 + X114 + X115 + X116 + X117 + X121 + X122 + X125 +
+     X127 + X128 + X129 + X131 + X132 + X133 + X134 + X138 + X140 +
+     X143 + X145 + X146 + X148 + X150 + X151 + X153 + X157 + X158 +
+     X159 + X164 + X197 + X200 + X202 + X203 + X204 + X205 + X211 +
+     X214 + X217 + X224 + X228 + X233 + X237 + X244 + X249 + X254 +
+     X258 + X259 + X260 + CharlsonIndex + ethnic + day + season +
+     ln, data = dat2)

haz<-basehaz(fit3.1) # gives 507 unique haz$time, time points

fit2<-coxph(y~ns(ageyrs,df=2)+day+ln+sex+AdmissionSource+season+CharlsonIndex,data=dat1)

haz<-basehaz(fit2) # gives 611 unique haz$time, time points


I get the following warnings() with fit3.1:
Warning message:
In fitter(X, Y, strats, offset, init, control, weights = weights,  :
  Loglik converged before variable   ; beta may be infinite.

Also the coefficients of the variables that the error occurs for are very
high. The Wald test suggests dropping these terms where as the LRT suggests
keeping them. What should I do in terms of model selection?



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