Hi,
I am currently using R v3.2.3 and on Windows 10 OS 64Bit.
I am having convergence issues when I use coxph with a interaction term
(glarg*bca_py) and interaction term with the restricted cubic spline
(glarg*bca_time_ns). I use survival and spline package to create the Cox model
and cubic splines respectively. Without the interaction term and/or spline, I
have no convergence problem. I read some forums about changing the iterations
and I have but it did not work. I was just wondering if I am using the
inter.max and outer.max appropriately. I read the survival manual, other R-help
and stackoverflow pages and it suggested changing the iterations but it doesn't
specify what is the max I can go. I ran something similar in SAS and did not
run into a convergence problem.
This is my code:
bca_time_ns <- ns(ins_ca$bca_py, knots=3, Boundary.knots=range(2,5,10))
test <- ins_ca$glarg*ins_ca$bca_py
test1 <- ins_ca$glarg*bca_time_ns
coxit <- coxph.control(iter.max=10000, outer.max=10000)
bca<-coxph(Surv(bca_py,bca) ~ glarg + test + test1 + age + calyr + diab_dur +
hba1c + adm_met + adm_sulfo + adm_tzd + adm_oth +
med_statin + med_aspirin + med_nsaids + bmi_cat + ccscat + alc +
smk, data=ins_ca, control=coxit, ties=c("breslow"))
This is the error message I get:
Warning message:
In fitter(X, Y, strats, offset, init, control, weights = weights, :
Ran out of iterations and did not converge
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