I'm trying to figure out, if the results of a multivariable Cox regression analysis are viable when there are no outcome-events in one of the combination of categories of variables. Online, I could not find a concise answer so far.
Included are:
- Variable X with two categories X1 and X2;
- Variable Y with 4 categories Y1, Y2, Y3, Y4
- several other variables (all categorical).
For univariable Analysis there's events for every variable and category. But looking at the combination of categories, there are no events for Y1 in the X2 category and for Y2 in the X1 category. All other combination of variables have at least one event.
When there happen to be no events in a univariable regression (i.e. filtering for X and doing univariable regression of Y), I expect an error saying the coefficients are not converging and degenerate estimates, but I'm getting no error in this multivariable regression. How does this (not) affect the multivariable regression? I feel like I'm missing something about how the influences of the variables are actually measured in multivariable analysis for this to no give an error, so please enlighten me.
Are the results of the whole regression model still viable, given the lack of events in one/two combinations of categories?
I'm happy to provide more information if it's needed to answer my question. Thank you!