Hi Chris, Yes, that is exactly the model I want to fit, i.e. a separate 'baseline' hazard for each stratum (defined by cov1) and a coefficient for cov2 that is different for each stratum.
Is suspect that there is a problem with the following line of your code. sCox <- coxph(Surv(time, status) ~ strata(cov1) + cov2 + cov1 :cov2, data=lung) # warning, X matrix singular The reason why I suspect is that in an earlier post <http://r.789695.n4.nabble.com/Re-Problems-with-coxph-and-survfit-in-a-stratified-model-with-interactions-td4646171.html> Terry wrote that ” ..by using ~ strata(cov1) + cov1:cov2 you fooled the program into thinking that there was no strata by covariate interaction, ” Best regards, Roland -- View this message in context: http://r.789695.n4.nabble.com/Problems-with-coxph-and-survfit-in-a-stratified-model-with-interactions-tp4646096p4646431.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.