question about coxph (was covariance matrix under null)
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]]
______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
PLEASE do (no HTML mail, useful subject, please)
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) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595