[R] Variance of parameter Beta under the null for Prop.Odds

lspirk lauren.spirko at temple.edu
Thu Oct 1 20:10:59 CEST 2015


Hi all,

I am trying to calculate the variance-covariance matrix for parameter Beta
under the null (Ho) using the "prop.odds" function in the timereg package. 
In other words, I am looking for Var(Beta under the null). 

For the Cox PH model, I used the "vcov" function and did the following:

	cox <- coxph(Surv(time, censor) ~ x, iter = 0, init = 0, data = dat)	
	sig2 <- vcov(cox)  

Is there something similar to use for a prop.odds model?  

Note: Here is a simple example of how I fit a prop.odds model
po <- prop.odds(Event(time, censor) ~ x, data = dat)

Thanks for the help!



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