[R] coxph: how to define interaction terms?

rm rm at wippies.se
Mon Oct 28 10:00:30 CET 2013


I’m trying to set up Cox Proptional Hazard model with interactions between
time and the covariates (which are categorical). The problem that I face is
that how to define the interactions, i.e. “x+cutStart:x”, properly.

The code below illustrates the problem. R gives the error message ” X matrix
deemed to be singular”, because “x+cutStart:x” includes too many
combinations of the dummies in the model. 

Any help is much appreciated!

aml2=survSplit(aml,cut=c(10,20,30),end='time',event='status',start='start')
aml2$cutStart=as.factor(aml2$start)
coxph(Surv(start,time,status)~x+cutStart:x,data=aml2)





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