Dear All,
I got a warning message "X matrix deemed to be singular" in Cox model with a time dependent coefficient. In my analysis, the variable "SEX" is a categorical variable which violate the PH assumption in Cox. I first used the survSplit() function to break the data set into different time intervals, and then fit the model. The procedures can be described as follows: > data <- survSplit(Surv(time, status)~., data=data, cut=c(5, 10), episode= "tgroup", id="id") #data split > data$SEX <- as.factor(data$SEX) > data$SEX <- relevel(data$SEX, ref="1") > str(data$SEX) Factor w/ 2 levels "1","2": 1 1 1 2 2 2 2 2 2 2 ... > xtabs(~status+SEX, data) SEX status 1 2 0 6764 5537 1 1643 1468 > xtabs(~status+tgroup+SEX, data) , , SEX = 1 tgroup status 1 2 3 0 3035 2403 1326 1 759 458 426 , , SEX = 2 tgroup status 1 2 3 0 2596 1940 1001 1 701 476 291 > fit1 <- coxph(Surv(tstart, time, status) ~ *SEX:strata(tgroup)*, data=data) Warning message: In coxph(Surv(tstart, time, status) ~ SEX:strata(tgroup), data = data) : X matrix deemed to be singular; variable 2 4 6 > fit1 Call: coxph(formula = Surv(tstart, time, status) ~ SEX:strata(tgroup), data = data) coef exp(coef) se(coef) z p SEX1:strata(tgroup)tgroup=1 -0.0715 0.9310 0.0524 -1.36 0.17 SEX2:strata(tgroup)tgroup=1 NA NA 0.0000 NA NA SEX1:strata(tgroup)tgroup=2 -0.2624 0.7692 0.0655 -4.01 6.1e-05 SEX2:strata(tgroup)tgroup=2 NA NA 0.0000 NA NA SEX1:strata(tgroup)tgroup=3 -0.0309 0.9696 0.0761 -0.41 0.68 SEX2:strata(tgroup)tgroup=3 NA NA 0.0000 NA NA Likelihood ratio test=18.1 on 3 df, p=0.000425 n= 15412, number of events= 3111 > #It works well if the main effect was included > fit2 <- coxph(Surv(tstart, time, status) ~* SEX*strata(tgroup)*, data=data) > fit2 Call: coxph(formula = Surv(tstart, time, status) ~ SEX * strata(tgroup), data = data) coef exp(coef) se(coef) z p SEX2 0.0715 1.0741 0.0524 1.36 0.172 SEX2:strata(tgroup)tgroup=2 0.1909 1.2104 0.0838 2.28 0.023 SEX2:strata(tgroup)tgroup=3 -0.0406 0.9602 0.0924 -0.44 0.660 Likelihood ratio test=18.1 on 3 df, p=0.000425 n= 15412, number of events= 3111 > Much appreciated for any suggestions. Many thanks in advance. [[alternative HTML version deleted]] ______________________________________________ R-help@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.