Dear all, I have a question with respect to counting process formulation of the coxph(survival) model. I have two groups of observations for which I have partitioned each observation into two distinct time intervals, namely, entry day till day 13, and day 13 till death or censorship day (of course the latter only for the observations that survived the first 13 day interval), and added a dummy 't' representing the first and second interval [0,1]. The reason I want this is because the groups have crossing survival curves and I happen to know that the change in hazard ratio between the groups occurs at day 13.
I try the following: > coxph(Surv(Start,Stop,event)~group*t+cluster(nr),data=dat4) Call: coxph(formula = Surv(Start, Stop, event) ~ group * t + cluster(nr), data = dat4) which results in : coef exp(coef) se(coef) robust se z p group 0.336 1.400 0.0409 0.0408 8.24 1.1e-16 t NA NA 0.0000 0.0000 NA NA group:t -0.689 0.502 0.0530 0.0530 -13.02 0.0e+00 Likelihood ratio test=180 on 2 df, p=0 n= 13244 Warning message: X matrix deemed to be singular; variable 2 in: coxph(Surv(Start, Stop, event) ~ group * t + cluster(nr), deleting all terms apart from 't' still results in the same warning. I seem to have been stuck on this one. Does anyone known or have any suggestions why t can't be estimated? I haven't been able to find any help on the RSiteSearch. Many thanks in advance. Caspar PS: I could send a some of this dataset if anyone interested for a tryout Caspar Hallmann MSc Student WUR The Netherlands ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.