Message-ID: <Pine.LNX.4.61.0508260726270.11887@gannet.stats>
Date: 2005-08-26T06:32:28Z
From: Brian Ripley
Subject: question about coxph (was covariance matrix under null)
In-Reply-To: <D45546375992BF429A93F7203358F14403429579@sirius.fccc.edu>
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