| vcov.coxph {survival} | R Documentation |
Variance-covariance matrix
Description
Extract and return the variance-covariance matrix.
Usage
## S3 method for class 'coxph'
vcov(object, complete=TRUE, ...)
## S3 method for class 'survreg'
vcov(object, complete=TRUE, ...)
Arguments
object |
a fitted model object |
complete |
logical indicating if the full variance-covariance
matrix should be returned. This has an effect only for an
over-determined fit where some of the coefficients are undefined,
and |
... |
additional arguments for method functions |
Details
For the coxph and survreg functions the returned matrix
is a particular generalized inverse: the row and column corresponding
to any NA coefficients will be zero. This is a side effect of the
generalized cholesky decomposion used in the unerlying compuatation.
Value
a matrix