[R] function 'vcov' for coxph in R 2.0.0

Uwe Ligges ligges at statistik.uni-dortmund.de
Fri Nov 19 22:44:39 CET 2004


Lei Liu wrote:

> Hi there,
> 
> After I fitted a cox model, I used vcov to obtain the variance of the 
> parameter estimate. It worked correctly in R 1.9.1. But it failed in R 
> 2.0.0 and the error message is
> Error in vcov(cox.1) : no applicable method for "vcov"

Please give us details and read the posting guide.

The first thing we can guess is that you are using function coxph() from 
package "survival". Is this correct?

If yes, the following extended exmaple from ?coxph works perfectly for 
me in R-2.0.1:

test1 <- list(time=  c(4, 3,1,1,2,2,3),
                 status=c(1,NA,1,0,1,1,0),
                 x=     c(0, 2,1,1,1,0,0),
                 sex=   c(0, 0,0,0,1,1,1))
vcov(coxph( Surv(time, status) ~ x + strata(sex), test1))


Uwe Ligges



> I don't know if it is a bug or there is some update on this function. 
> Thanks!
> 
> Lei Liu
> Assistant Professor
> Division of Biostatistics and Epidemiology
> Dept. of Health Evaluation Sciences
> School of Medicine
> University of Virginia
> 
> 3181 Hospital West Complex
> Charlottesville, VA 22908-0717
> 
> 1-434-982-3364 (o)
> 1-734-730-1395 (c)
> 
> liulei at virginia.edu
> ll9f at virginia.edu
> 
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> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html




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