It's worse if the model does converge because then you don't have a warning about the result being nonsense. Frank
Terry Therneau-2 wrote: > > -- begin included message --- > I did realize that there are way more predictors in the model. My > initial thinking was use that as an initial model for stepwise model > selection. Now I wonder if the model selection result is still valid > if the initial model didn't even converge? > --- end inclusion --- > > You have 17 predictors with only 22 events. All methods of "variable > selection" in such a scenario will give essentially random results. > There is simply not enough information present to determine a best > predictor or best subset of predictors. > > Terry Therneau > > ______________________________________________ > 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. > ----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/changes-in-coxph-in-survival-from-older-version-tp3516101p3530024.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
