[R] Coxph frailty model counting process error X matrix deemed singular

Terry Therneau therneau at mayo.edu
Thu Jun 25 14:29:21 CEST 2009


...
> Occasionally, (about 1 in every 100 simulations) I get the following warning: 
> Error in coxph(Surv(start, end, censorind) ~ binary + uniform  : 
>     X matrix deemed to be singular; variable 2

   It is not uncommon for the X matrix in a Cox model to be close enough to 
singular that the program thinks it is singular, i.e., one of the pivot elements 
falls below the tolerance threshold while performing a Cholesky decomposition.  
To understand your case better you need to capture one of the offending data 
sets and look at the X matrix.  I am not going to be able to guess.
   
   I normally ignore this (the indeterminate coefficient is set to NA) and  go 
on.  You however have chosen to override the default and set singular.ok=FALSE 
so that the program fails with an error message.  You get what you asked for.
   
  Last, I am always surprised when people chose method='breslow' in coxph.  Why 
substitute an inferior approximation for the better one?  Of course with 
simulated data there are no ties, in which case all the methods are identical.
   
   	Terry Therneau




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