I ran a model with stintcox and tvc to test the proportional hazards assumption with lrphtest and it produced output, but when I left out lrphtest it fails with the message "coefficient estimates cannot be computed because matrix is close to singular or badly scaled". Why does including lrphtest allow the model to run but it fails without it? Using Stata MP 18 for Windows.
Code:
. stintcox i.bl_res_chicago , id(idnum) time(studytime) status(hcvresult) tvc(i.bl_res_chicago) nohr lrphtest note: recurrent events detected; recurrent events ignored. note: observations after events detected and ignored. note: using adaptive step size to compute derivatives. Performing EM optimization (showing every 100 iterations): Fitting main model: Iteration 0: Log likelihood = -77.790501 Iteration 100: Log likelihood = -49.582331 Iteration 124: Log likelihood = -49.582156 Fitting full model: Iteration 0: Log likelihood = -49.582156 Iteration 30: Log likelihood = -43.84777 Computing standard errors: ...... done Interval-censored Cox regression Number of obs = 294 Baseline hazard: Reduced intervals Number of subjects = 92 Uncensored = 0 ID variable: idnum Left-censored = 7 Examination time: studytime Right-censored = 75 Status indicator: hcvresult Interval-cens. = 10 Wald chi2(2) = 1623.94 Log likelihood = -43.84777 Prob > chi2 = 0.0000 ---------------------------------------------------------------------------------- | OPG studytime | Coefficient std. err. z P>|z| [95% conf. interval] -----------------+---------------------------------------------------------------- main | 1.bl_res_chicago | 82.66612 5.573796 14.83 0.000 71.74168 93.59056 -----------------+---------------------------------------------------------------- tvc | 1.bl_res_chicago | -3.67076 1.827981 -2.01 0.045 -7.253537 -.0879834 ---------------------------------------------------------------------------------- Notes: Standard error estimates may be more variable for small datasets and datasets with low proportions of interval-censored observations. Variables in tvc equation interacted with _t. LR test that [tvc] = 0: chi2(1) = 11.4688 Prob > chi2 = 0.0007 . . ** Wald test . stintcox i.bl_res_chicago , id(idnum) time(studytime) status(hcvresult) tvc(i.bl_res_chicago) nohr note: recurrent events detected; recurrent events ignored. note: observations after events detected and ignored. note: using adaptive step size to compute derivatives. Performing EM optimization (showing every 100 iterations): Iteration 0: Log likelihood = -77.790501 coefficient estimates cannot be computed because matrix is close to singular or badly scaled r(198); end of do-file r(198);