Hi,
I'm doing some coxph fits using the survival package. There are a large
number of potential predictors and so I was considering using stepAIC
for model selection. However, in the early stages I'm getting complaints
like the following:
Warning message:
In fitter(X, Y, strats, offset, init, control, weights = weights, :
Loglik converged before variable 1,2 ; beta may be infinite.
The source of the problem seems to be that I have a fairly small number
of data values ~500 and some of the predictor levels only have one or
two data points, which I imagine is breaking the fit.
I have two (related) questions:
1. Can I in general ignore this kind of warning and just pay attention to
predictors which produce significant p values?
2. In the specific case of stepAIC, can I ignore this warning and trust
that stepAIC will remove predictors that aren't useful contributors
to the model.
Thanks in advance for any help.
-Ekr
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