how to retrieve robust se in coxph
On Wed, 15 Feb 2006, Lei Liu wrote:
Hi, I am using coxph in simulations and I want to store the "robust se" (or "se2" in frailty models) for each replicate. Is there a function to retrieve it, like vcov() for the variance estimate? Thanks!
There isn't a function, so you need to extract the $var2 component of the model object to get the variance matrix. -thomas