I’m trying to set up proportional hazard model that is stratified with
respect to covariate 1 and has an interaction between covariate 1 and
another variable, covariate 2. Both variables are categorical. In the
following, I try to illustrate the two problems that I’ve encountered, using
the lung dataset.



The first problem is the warning:



To me, it seems that there are too many dummies generated.

The second problem is the error:






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