vcov.coxph {survival}R Documentation

Variance-covariance matrix


Extract and return the variance-covariance matrix.


## S3 method for class 'coxph'
vcov(object, complete=TRUE, ...)
## S3 method for class 'survreg'
vcov(object, complete=TRUE, ...)



a fitted model object


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 coef(object) contains corresponding NA values. If complete=TRUE the returned matrix will have row/column for each coefficient, if FALSE it will contain rows/columns corresponding to the non-missing coefficients. The coef() function has a simpilar complete argument.


additional arguments for method functions


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.


a matrix

[Package survival version 3.6-4 Index]