[R] coxph won't converge when including categorical (factor) variables

[Bert Gunter]

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 !!!!
>
>
>         [[alternative HTML version deleted]]
>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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