[R] Convergence issues when using ns splines (pkg: spline) in Cox model (coxph) even when changing coxph.control

Göran Broström goran.brostrom at umu.se
Thu Mar 31 00:28:44 CEST 2016

On 2016-03-30 23:06, David Winsemius wrote:
>> On Mar 29, 2016, at 1:47 PM, Jennifer Wu, Miss
>> <jennifer.wu2 at mail.mcgill.ca> wrote:
>> Hi,
>> I am currently using R v3.2.3 and on Windows 10 OS 64Bit.
>> I am having convergence issues when I use coxph with a interaction
>> term (glarg*bca_py) and interaction term with the restricted cubic
>> spline (glarg*bca_time_ns). I use survival and spline package to
>> create the Cox model and cubic splines respectively. Without the
>> interaction term and/or spline, I have no convergence problem. I
>> read some forums about changing the iterations and I have but it
>> did not work. I was just wondering if I am using the inter.max and
>> outer.max appropriately. I read the survival manual, other R-help
>> and stackoverflow pages and it suggested changing the iterations
>> but it doesn't specify what is the max I can go. I ran something
>> similar in SAS and did not run into a convergence problem.
>> This is my code:
>> bca_time_ns <- ns(ins_ca$bca_py, knots=3,
>> Boundary.knots=range(2,5,10)) test <- ins_ca$glarg*ins_ca$bca_py
>> test1 <- ins_ca$glarg*bca_time_ns
> In your `coxph` call the variable 'bca_py' is the survival time and

Right David: I didn't notice that the 'missing main effect' in fact was 
part of the survival object! And as you say: Time to rethink the whole 


> yet here you are constructing not just one but two interactions (one
> of which is a vector but the other one a matrix) between 'glarg' and
> your survival times. Is this some sort of effort to identify a
> violation of proportionality over the course of a study?
> Broström sagely points out that these interactions are not in the
> data-object and subsequent efforts to refer to them may be confounded
> by the multiple environments from which data would be coming into the
> model. Better to have everything come in from the data-object.
> The fact that SAS did not have a problem with this rather
> self-referential or circular model may be a poor reflection on SAS
> rather than on the survival package. Unlike Therneau or Broström who
> asked for data, I suggest the problem lies with the model
> construction and you should be reading what Therneau has written
> about identification of non-proportionality and identification of
> time dependence of effects. See Chapter 6 of his "Modeling Survival
> Data".

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