Hi listers,
I am running a multivariate model using stpm2 in Stata15.
I have 6,500 observations and 9 categorical variables I am interested in as exposures/confounders; of these, 4 do not meet the proportional hazard assumptions so I am specifying them as time-dependent. The model, however, does not converge as I get the following message: "cannot compute an improvement -- discontinuous region encountered".
The issue is related to the inclusion of the time-dependent exposures. The model runs with 2 of the 4 (which are confounders in the model) and similarly it runs when I enter the 2 time-varying exposures one at the time but not together.
I tried modifying the number of knots but this did not help.
Collapsing categories for one of the time-varying exposures works.
Is there anything else I should be considering?
Thanks
I am running a multivariate model using stpm2 in Stata15.
I have 6,500 observations and 9 categorical variables I am interested in as exposures/confounders; of these, 4 do not meet the proportional hazard assumptions so I am specifying them as time-dependent. The model, however, does not converge as I get the following message: "cannot compute an improvement -- discontinuous region encountered".
The issue is related to the inclusion of the time-dependent exposures. The model runs with 2 of the 4 (which are confounders in the model) and similarly it runs when I enter the 2 time-varying exposures one at the time but not together.
I tried modifying the number of knots but this did not help.
Collapsing categories for one of the time-varying exposures works.
Is there anything else I should be considering?
Thanks
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