[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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