[R] question about coxph (was covariance matrix under null)
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Aug 26 08:32:28 CEST 2005
You will need to tell us of _what_ you want the covariance matrix and what
you mean by the `null hypothesis': coxph does estimation, not testing.
If you want the covariance matrix of the parameter estimates, see vcov(),
which has a coxph method.
On Thu, 25 Aug 2005, Devarajan, Karthik wrote:
>
> Hello
>
> I am fitting a Cox PH model using the function coxph(). Does anyone know how
> to obtain the estimate of the covariance matrix under the null hypothesis.
> The function coxph.detail() does not seem to be useful for this purpose.
>
> Thanks,
> KD.
>
> [[alternative HTML version deleted]]
>
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--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
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