[R] variance of beta using prop.odds function in timereg package

lspirk lauren.spirko at temple.edu
Tue Oct 6 20:54:47 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.

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)

However, this vcov() does not work with the object created from "prop.odds".

Is there something similar I can do to get this value from a prop.odds
model?

Thanks for the help!



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