[R] coxph: no convergence with completely tied data with 'exact'-method

[Johannes Hengelbrock]

Dear users,

I'm trying to estimate a conditional logistic model using the 
coxph()-function from the survival package. Somehow, the model does not 
converge if time is set to the same value for all observations:

     library(survival)
     set.seed(12345)
     n <- 3000
     a <- rbinom(n, 1, 0.5)
     b <- rbinom(n, 1, 0.5)
     coxph(formula = Surv(rep(1, 3000), a) ~ b, method = "exact")

Error in fitter(X, Y, strats, offset, init, control, weights = weights, 
: NA/NaN/Inf in foreign function call (arg 5) In addition: Warning 
message: In fitter(X, Y, strats, offset, init, control, weights = 
weights, :Ran out of iterations and did not converge

Changing iter.max does not help, aparently. Strangely, the exact same 
model converges in SAS.

I know that I could estimate the model differently (via glm), but I 
would like to understand why the model does converge in SAS but not in R.

Thanks,
Johannes

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Johannes Hengelbrock
Universitätsklinikum Hamburg-Eppendorf
Institut f. Medizinische Biometrie und Epidemiologie
Martinistr. 52, 20246 Hamburg

Tel. 040-7410-53517 / Fax: 040-7410-57790

mailto:j.hengelbrock at uke.de
https://www.uke.de/kliniken-institute/institute/medizinische-biometrie-und-epidemiologie/team/index.html
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Universitätsklinikum Hamburg-Eppendorf; Körperschaft des öffentlichen Rechts; Gerichtsstand: Hamburg | www.uke.de
Vorstandsmitglieder: Prof. Dr. Burkhard Göke (Vorsitzender), Prof. Dr. Dr. Uwe Koch-Gromus, Joachim Prölß, Rainer Schoppik
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