[R] Problems with coxph and survfit in a stratified model with interactions

Chris Andrews chrisaa at umich.edu
Mon Oct 15 16:30:16 CEST 2012

rm wrote
> 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:

Adding the main effect of cov2 allows the model to run


lung$cov1 <- factor(lung$ph.ecog, 0:3, c("zero","one","two","three"))
lung$cov2 <- factor(lung$sex, 1:2, c("male","female"))

sCox <- coxph(Surv(time, status) ~ strata(cov1) + cov2 + cov1:cov2,

df <- data.frame(
  cov1=factor(0:3, 0:3, c("zero","one","two","three"))[1],
  cov2=factor(1:2, 1:2, c("male","female"))[1]

sfCox <- survfit(sCox, newdata=df)

plot(sfCox[1], conf=FALSE)
lines(sfCox[2], col=2)
lines(sfCox[3], col=3)
lines(sfCox[4], col=4)

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