[R] covariance matrix under null

[Thomas Lumley]

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.
>

You can evaluate the second derivative of the partial loglikelihood at any 
specified beta with

   vcov(coxph(formula, data,iter=0, start, init=beta)

eg if you want to get score tests.

 	-thomas