What you have is a slightly more subtle variant of the following:
library(survival)
data(lung)
mydata <- cbind(lung, newvar =2)
coxph(Surv(time, status) ~ ph.karno + newvar, mydata)
coef exp(coef) se(coef) z p
ph.karno -0.0164 0.984 0.00585 -2.81 0.005
newvar NA NA 0.00000 NA NA
You have created a data set where at all times <13 the variable t=0, and at
all
times >13 the variable t=1. The Cox model compares the values of the
covariates
of each subject who died to the values of those who did not die, using the
current covariate values AT THAT TIME. Since the value of your "t" is always a
constant within the set, the variable contains no information for
discriminating
the events from the non-events. Zero information --> a coefficient of NA.
Terry Therneau
Mayo Clinic
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