[R] standard errors of fitted values are different S-plus survival pa ckage and R

Thomas Lumley tlumley at u.washington.edu
Wed Apr 4 18:03:41 CEST 2001

On Mon, 2 Apr 2001 Georgina.Bermann at astrazeneca.com wrote:

> Perhaps this question has been asked before: but using the function predict(
> fit,type="terms",se.fit=T), where fit is a coxph object in S-plus, the
> estimated standard errors are different.  It may be different estimators of
> the variance of the residuals?  Which one is the default in R, I don't find
> that too easily in the documentation.  Does anybody know?

The variance of the residuals doesn't come into it for coxph.
predict.coxph(terms, se.fit=TRUE) was wrong and is now fixed. I'll send
you a revised version.


Thomas Lumley			Asst. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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