statsmodels/statsmodels — Issue #92: cox regression: possible convergence failure
Author: josef-pkt
Created: 2011-10-18 19:01:24+00:00
State: open

For future reference:
Similar to the perfect separation case in Logit, it looks like optimization of loglike in Cox hazard model can go off to infinity.

http://www.jstor.org/stable/2676848

I only read the abstract, Google has cited by 41