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

*survival*version 3.6-4 Index]