covariance matrix under null
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.
You can evaluate the second derivative of the partial loglikelihood at any specified beta with vcov(coxph(formula, data,iter=0, start, init=beta) eg if you want to get score tests. -thomas