My data is large, and I have a lot of this code to run for many variables; this alone takes more than 4 hours to run. Can someone help me on how to speed the time up without reducing the iter.
This is the code;
data$start_numeric <- as.numeric(data$survydate)
firth_model <- coxphf(formula = Surv(start_numeric, stop_numeric, death) ~
Smoking + Smoking:log(stop_numeric),
pl = FALSE, maxit = 400, data = data)