Fitting a gamma frailty model in R (coxph)

Question

I have a data set with 6 clusters, each containing 48 (possibly censored, in which case `event = 0`) survival times. The `x` column contains a cluster-specific explanatory variable. I try to describe that data with a gamma frailty model as follows ``` library(survival) mod <- coxph(Surv(time, event) ~ x + frailty.gamma(cluster, eps=1e-10, method="em", sparse=0), outer.max=1000, iter.max=10000, data=data) ``` Here is the error message: ``` Error in if (history[2, 3] < (history[1, 3] + 1)) theta <- mean(history[1:2, : missing value where TRUE/FALSE needed ``` Does anyone have an idea on how to debug?

Accepted Answer

Here is the answer I was given by Terry Therneau (the author of coxph).

I looked at your data:

```
> table(x, cluster)
     1  2  3  4  5  6
  0  0 48  0 48 48  0
  1 48  0 48  0  0 48
```

Your covariate "x" is perfectly predicted by the cluster variable. If you fit a fixed effects model: coxph(Surv(time, event) ~ factor(cluster) +x)

then the "x" variable is declared redundant. When the variance of the random effect is sufficiently large, the same happens in the gamma model when the variance is sufficiently large. Your model approaches this limit, and the solution fails. As mentioned in the manual page, the coxme function is now preferred.

Last, your particular error message is caused by an invalid value for "sparse". I'll add a check to the program. You likely want "sparse=10" to force non-sparse computation.

Fitting a gamma frailty model in R (coxph)

Solution

Problem