R help - Sep 2016 - conditional gap time frailty cox model for recurrent events

Dear users,

I am fitting a conditional gap time frailty cox model weighting
observations by means of inverse probability time dependent weigths.
Attached find the self-explaining dataset.

I have used the following sintax:

coxph(Surv(gaptstart,gaptstop,status)~treat+strata(nrecord01)+frailty(id,distribution="gamma",method="em"),
data=dataNOTDrr,weights=dataNOTDrr$weight)


And I get the following warning:

Warning message:
In coxpenal.fit(X, Y, strats, offset, init = init, control, weights weights,  :
  Inner loop failed to coverge for iterations 3 4


I have tried to:
- leave out the weights but I get the error anyway
- to randomly select a subset of patients and I don't get the error. This
seems to suggest that the problem is with some observations.

Any suggestion?

Many thanks,

Elisabetta

Dear Elisabetta,

I have no direct answer to your question, but a suggestion: Use the 
'coxme' function (in the package with the same name). In the help page 
for 'frailty' (survival) you will find: "The coxme package has 
superseded this method. It is faster, more stable, and more flexible."

Hth, G?ran

On 2016-09-05 11:42, Elisabetta Petracci wrote:
> Dear users,
>
> I am fitting a conditional gap time frailty cox model weighting
> observations by means of inverse probability time dependent weigths.
> Attached find the self-explaining dataset.
>
> I have used the following sintax:
>
>
coxph(Surv(gaptstart,gaptstop,status)~treat+strata(nrecord01)+frailty(id,distribution="gamma",method="em"),
> data=dataNOTDrr,weights=dataNOTDrr$weight)
>
>
> And I get the following warning:
>
> Warning message:
> In coxpenal.fit(X, Y, strats, offset, init = init, control, weights >
weights,  :
>   Inner loop failed to coverge for iterations 3 4
>
>
> I have tried to:
> - leave out the weights but I get the error anyway
> - to randomly select a subset of patients and I don't get the error.
This
> seems to suggest that the problem is with some observations.
>
> Any suggestion?
>
> Many thanks,
>
> Elisabetta
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>