carol white wrote:
Dear All,
Knowing the number of samples and censored patients in a data set, is
there any way to find out how many variables (max) should be used so
that a solution for the maximum partial likelihood estimation in cox
regression using coxph would exist?
thanks
carol
It's an oversimplification but typically it's safe to have p < e/15 if
you want the model to be reliable, where e is the number of events and p
is the total number of degrees of freedom ever entertained when model
building (p = # variables + dummy variables + nonlinear terms +
interaction terms). But just to be able to converge and not have a
singularity, p < e.
Frank Harrell
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