[Rd] vcov and survival

Therneau, Terry M., Ph.D. therneau at mayo.edu
Thu Sep 14 00:19:17 CEST 2017


I have just noticed a difference in behavior between coxph and lm/glm: if one or more of 
the coefficients from the fit in NA, then lm and glm omit that row/column from the 
variance matrix; while coxph retains it but sets the values to zero.

   Is this something that should be "fixed", i.e., made to agree? I suspect that doing so 
will break other packages, but then NA coefs are rather rare so perhaps not.

Terry Therneau



More information about the R-devel mailing list