Thank you very much to Dr. Therneau for the answer to my question. It
follows:
"In your case: don't worry about the message.
The program has nested iterations. During the early guesses at theta,
the
warning says that it did not get complete convergence for some ancillary
parameters. However, the solutions were good enough to advance -- by
iteration
4 "theta" is close enough to the true solution that this is not longer an
issue. At iteration 10 for theta it considered itself to be done.
I've recieved comments in general on this issue -- some advise that
coxph
not print out "informative" warning messages at all, but only in the case
of errors or near errors, just because they bother so many people."
On Tue, 13 Nov 2001, Mr J Gomez wrote:
> Dear all,
> I do not know how to interpret this error message. I estimate a Cox model
> with coxph and I get the following:
> > coxph(formula = Surv(ANOI, ANOF, CENSURA) ~ log(SIZE) + INTER + PROFI +
> PROXIC +
> + PROXIE + DENSI + MGROW + DEPHA + NUMSB + CMOBC + NMARK + (NMARK^2)
> +
> + MMKC + (MMKC^2) + frailty(NCAJA), data = datos, na.action =
> + na.omit, eps = 0.0001, iter.max = 100, method = "efron")
> Call:
> coxph(formula = Surv(ANOI, ANOF, CENSURA) ~ log(SIZE) + INTER + PROFI +
> PROXIC
> +
> PROXIE + DENSI + MGROW + DEPHA + NUMSB + CMOBC + NMARK + (NMARK^2)
> +
> MMKC + (MMKC^2) + frailty(NCAJA), data = datos, na.action =
> na.omit,
> eps = 0.0001, iter.max = 100, method = "efron")
>
> coef se(coef) se2 Chisq DF p
> log(SIZE) 1.398600 0.160569 0.145692 75.87 1.0 0.0e+000
> INTER 1.922725 1.704403 1.584675 1.27 1.0 2.6e-001
> PROFI 0.403346 0.207586 0.192813 3.78 1.0 5.2e-002
> PROXIC 2.407926 0.205021 0.203010 137.94 1.0 0.0e+000
> PROXIE 1.607162 0.243733 0.241092 43.48 1.0 4.3e-011
> DENSI 0.000121 0.000558 0.000556 0.05 1.0 8.3e-001
> MGROW -0.001793 0.025365 0.025237 0.00 1.0 9.4e-001
> DEPHA -0.163160 0.480386 0.477317 0.12 1.0 7.3e-001
> NUMSB -0.113098 0.025728 0.025555 19.32 1.0 1.1e-005
> CMOBC -13.069912 3.944259 3.172306 10.98 1.0 9.2e-004
> NMARK -0.068676 0.053151 0.048440 1.67 1.0 2.0e-001
> I(NMARK^2) 0.001272 0.000980 0.000895 1.69 1.0 1.9e-001
> MMKC 0.278581 0.066723 0.066406 17.43 1.0 3.0e-005
> I(MMKC^2) -0.012808 0.003747 0.003718 11.69 1.0 6.3e-004
> frailty(NCAJA) 63.00 23.2 1.5e-005
>
> Iterations: 10 outer, 317 Newton-Raphson
> Variance of random effect= 0.514 EM likelihood = -1045.7
> Degrees of freedom for terms= 0.8 0.9 0.9 1.0 1.0 1.0 1.0 1.0 1.0
> 0.6
> 0.8 0.8 1.0 1.0 23.2
> Likelihood ratio test=965 on 35.91 df, p=0 n= 34529
> Warning messages:
> Inner loop failed to coverge for iterations 1 2 3 in: coxpenal.fit(X, Y,
> stra
> ts, offset, init = init, iter.max = iter.max, outer.max ...
>
>
> What does this message mean? I have tried to estimate the model in
> different ways and the message disappears when I exclude some variables
> (it works if, for example, I do not include the quadratic structure in
> the NMARK variable). But I would need the full model. I have also rescaled
> some of the variables and this does not solve the problem. Does the
> message mean that I cannot take these results as valid?
>
> Thanks
> Jaime Gomez.
>
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