Re: [R] Coxph not converging with continuous variable

2012-09-04 Thread Ravi Varadhan
Dear Terry, I agree that this example is highly atypical. Having said that, my experience with optimization algorithms is that scaling (a.k.a. standardizing) the continuous covariates is greatly helpful in terms of convergence. Have you considered automatically standardizing the continuous co

Re: [R] Coxph not converging with continuous variable

2012-09-03 Thread Terry Therneau
On 09/03/2012 05:00 AM, r-help-requ...@r-project.org wrote: The coxph function in R is not working for me when I use a continuous predictor in the model. Specifically, it > fails to converge, even when bumping up the number of max iterations or setting reasonable initial values. > The estimat

Re: [R] Coxph not converging with continuous variable

2012-09-02 Thread Keil, Alex
The coxph function in R is not working for me when I use a continuous predictor in the model. Specifically, it fails to converge, even when bumping up the number of max iterations or setting reasonable initial values. The estimated Hazard ratio from the model is incorrect (verified by an AFT mod