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2012 Sep 03
2
Coxph not converging with continuous variable
..., sessionInfo follows signature. Alex Keil UNC Chapel Hill Here's an example: library(survival) set.seed(8182828) #data N = 100000 shape = 0.75 hr = 3.5 betax <- -log(hr)/(shape) ctime = 5 z1 <- rbinom(N, 1, 0.5) z2 <- rbinom(N, 1, 0.5) x1 <- exp(rnorm(N, 0 + 2*z1, 1)) wscale1 <- exp(0 + betax*x1 + z1 + z2 ) time1 <- rweibull(N, shape, wscale1) t1 <- pmin(time1, rep(ctime, N)) d1 <- 1*(t1 == time1) dat <- as.data.frame(cbind(t1, time1, d1, z1, z2, x1)) summary(dat) #output > summary(dat) t1 time1 d1...