Let us say I would like to adjust for centre effects in the analysis of data from a multicentre clinical trial.
In the fixed effects approach one simply chooses one centre as reference and includes a dummy variable for each of the remaining centres.
A problem with that method is that the number of parameters increases at the same rate as the number of centres.
In my example, I have 300 centres and 2 patients in each, and I think that the following R error is due to the above-mentioned problem:
In fitter(X, Y, strats, offset, init, control, weights = weights, :
Ran out of iterations and did not converge
Question
Is there a statistical/mathematical reason why the estimation procedure does not converge, or is it because the computational requirement is beyond the capacity of the software/my computer?
PS I have fitted a Cox proportional hazards model but I guess this is not very relevant with respect to the question.
