Rodrigo wrote:


Frank E Harrell Jr wrote:
Rodrigo wrote:
Hi,

I´m trying to use the calibrate function from rms package (made by prof.
Harrell) after fitting a model using cph. But it returns the following
error
message:

calibrate(modelo1,B=200,bw=F,u=13)
Using Cox survival estimates at  13 Days
Convergence problems.... stopping addition
Error in hare(S[, 1], S[, 2], fun(est.surv), maxdim = maxdim, ...) :
 no convergence
 this is serious!

Has anybody experienced the same problem? Can anyone help me?

many thanks,
Rodrigo

Rodrigo,

This is a new feature in rms and there are probably a few warnings I need to put in the help file. How many events are in the dataset used to develop your model? Why did you specify bw=FALSE (which is the default)? Did you use any variable selection when building the model?

Frank

--
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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Professor Harrell,

There is 186 observations leading to 31 events. The bw=false option
was slip, as I was trying different options to see if could run the
command. As expected being the default option, without it gives me the
same error message.

No automated variable selection model was used. Only variables that
were significant on the univariate analysis and clinically important
were used (4 predictors).

This is a serious problem, invalidating any resampling procedure you use. You have to repeat the variable selection fresh for each resample. That is a much bigger issue than the problem with calibrate.

Univariable screening is a terrible idea; see
@ARTICLE{sun96ina,
  author = {Sun, {Guo-Wen} and Shook, Thomas L. and Kay, Gregory L.},
  year = 1996,
title = {Inappropriate use of bivariable analysis to screen risk factors for
          use in multivariable analysis},
  journal = J Clin Epi,
  volume = 49,
  pages = {907-916},
  annote = {univariable screening;variable selection;stepwise}
}

If you want to use save(..., file='...', compress=TRUE) and attach the model fit object you are running with calibrate( ) I will try to debug while you are figure out how to do the complete resampling procedure.
Frank



Thanks for the quick reply,
Rodrigo


--
Frank E Harrell Jr   Professor and Chair           School of Medicine
                     Department of Biostatistics   Vanderbilt University

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and provide commented, minimal, self-contained, reproducible code.

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