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I perform a multivariate Cox analysis using 'survival' package in R

## Call:
## coxph(formula = S.6m.y ~ CD4.6m + sex_f.y + marriage_f +transmission_f.y  + WHO_stage_2f.y + age_atART.y.y, data = data.6m)
## 
##   n= 850, number of events= 31 
##    (1129 observations deleted due to missingness)

##                                           exp(coef) exp(-coef) lower .95
## CD4.6m<50                                 3.128e+01  3.197e-02   3.47903
## CD4.6m50-199                              1.682e+00  5.947e-01   0.72677
## sex_f.ymale                               4.944e-01  2.023e+00   0.21678
## marriage_fdivorced                        3.877e-01  2.580e+00   0.05131
## marriage_funmarried                       1.439e+00  6.949e-01   0.42915
## marriage_fwidowed                         3.241e-01  3.086e+00   0.04147
## transmission_f.yheterosexual              6.537e+06  1.530e-07   0.00000
## transmission_f.yhomosexual                2.894e+00  3.455e-01   0.00000
## transmission_f.yinjecting_drug_users(IDU) 1.242e+08  8.049e-09   0.00000
## transmission_f.yMother_to_Child           7.183e+00  1.392e-01   0.00000
## transmission_f.yOthers/unknown            3.091e+07  3.235e-08   0.00000
## WHO_stage_2f.ystage III/IV                9.993e-01  1.001e+00   0.43314
## age_atART.y.y                             1.000e+00  9.998e-01   1.00015
##                                           upper .95
## CD4.6m<50                                   281.259
## CD4.6m50-199                                  3.890
## sex_f.ymale                                   1.128
## marriage_fdivorced                            2.929
## marriage_funmarried                           4.826
## marriage_fwidowed                             2.533
## transmission_f.yheterosexual                    Inf
## transmission_f.yhomosexual                      Inf
## transmission_f.yinjecting_drug_users(IDU)       Inf
## transmission_f.yMother_to_Child                 Inf
## transmission_f.yOthers/unknown                  Inf
## WHO_stage_2f.ystage III/IV                    2.306
## age_atART.y.y                                 1.000
## 
## Concordance= 0.851  (se = 0.059 )
## Rsquare= 0.065   (max possible= 0.348 )
## Likelihood ratio test= 57.32  on 13 df,   p=1.572e-07
## Wald test            = 31.58  on 13 df,   p=0.002771
## Score (logrank) test = 58.62  on 13 df,   p=9.253e-08

The variable of interest is 'CD4.6m' (Three categories: CD4.6m200 (reference); CD4.6m<50;and CD4.6m50-199). When I first saw the Hazard Ratio estimations based on this multivariate model: category: 'CD4.6m<50' has an abnormal high HR as 3.128e+01. I say 'abnormal' is because that it is around 1-10 based on previous studies. At this time, I realized 'Inf' upper.95 for covariable of 'transmission'. By excluding it from the model, the output turns out:

## Call:
## coxph(formula = S.6m.y ~ CD4.6m + sex_f.y + marriage_f + WHO_stage_2f.y + 
##     age_atART.y.y, data = data.6m)
## 
##   n= 850, number of events= 31 
##    (1129 observations deleted due to missingness)
## 
##                            exp(coef) exp(-coef) lower .95 upper .95
## CD4.6m<50                    10.0054    0.09995   1.27572    78.472
## CD4.6m50-199                  1.5063    0.66388   0.66580     3.408
## sex_f.ymale                   0.8122    1.23121   0.37294     1.769
## marriage_fdivorced            0.3244    3.08280   0.04326     2.432
## marriage_funmarried           2.4448    0.40903   0.74461     8.027
## marriage_fwidowed             0.3800    2.63156   0.05002     2.887
## WHO_stage_2f.ystage III/IV    0.9757    1.02492   0.42979     2.215
## age_atART.y.y                 1.0002    0.99981   1.00011     1.000
## 
## Concordance= 0.763  (se = 0.059 )
## Rsquare= 0.032   (max possible= 0.348 )
## Likelihood ratio test= 27.34  on 8 df,   p=0.0006182
## Wald test            = 28.55  on 8 df,   p=0.0003809
## Score (logrank) test = 32.22  on 8 df,   p=8.508e-05

Then the hazard ratio for 'CD4.6m<50' become quite 'normal'(what I expected): 10.0054. Based on all of those, it seems that the 'infinite' upper .95 heavily impacts the hazard ratio estimation for my interesting variable(CD4.6m).

Additional information, the categorical variable of 'transmission' is very unbalanced in terms of sample size:

transmission1  6
transmission2  1400
transmission3  42
transmission4  244
transmission5  5
transmission6  282

My first question: Should I remove 'transmission' from my model in my case? Second question: The 'very' unbalanced sample sizes for categorical variable would lead to infinit upper .95 very often?

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  • 1
    $\begingroup$ You only have 31 events. Possibly for some categories of some variables no event occurs. $\endgroup$
    – mdewey
    Jan 2, 2017 at 16:06
  • $\begingroup$ @ mdewey Yes, compared to the total sample size, there were a few events. The numbers of events for the categories were 1,64,2,37,1,and 29, respectively. I consider the very few events in some categories might contribute to the infinite uppper .95. $\endgroup$
    – juanli
    Jan 2, 2017 at 16:32
  • $\begingroup$ Well, during my waiting for other potential replies, I've just found a similar post related to this topic stats.stackexchange.com/questions/189482/… $\endgroup$
    – juanli
    Jan 3, 2017 at 14:24
  • 1
    $\begingroup$ That is what I suspected based on my experience with logistic regression but as I am not an expert in survival models I did not want to be too definite and risk misleading you. $\endgroup$
    – mdewey
    Jan 3, 2017 at 14:36
  • $\begingroup$ Many thanks @mdewey . I understand. So, now I'll try using 'coxphf' involving Firth's penalized maximum likelihood which is not very apparent understandable to be at this moment although. If it works well, I mean 'solving the infinite issue'. If not, I might consider removing that 'trouble' covariate from my Cox model because I believe it causes inaccurate estimation of the coefficient of the covariate of my interest (variable: 'CD4.6m'). I really wish we had a statistician in my department who can help me on this as it is about one of my PhD paper. $\endgroup$
    – juanli
    Jan 3, 2017 at 14:51

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