Dear Terry,

I agree that this example is highly atypical.  Having said that, my experience with optimization algorithms is that scaling (a.k.a. standardizing) the continuous covariates is greatly helpful in terms of convergence.  Have you considered automatically standardizing the continuous covariates, and then converting the scaled coefficients back to the original scale?  Of course, the end user could do this just as easily!

Best,
Ravi

Ravi Varadhan, Ph.D.
Assistant Professor
The Center on Aging and Health
Division of Geriatric Medicine & Gerontology
Johns Hopkins University
rvaradhan@jhmi.edu<mailto:rvaradhan@jhmi.edu>
410-502-2619


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