standard errors of fitted values are different S-plus survival pa ckage and R
On Mon, 2 Apr 2001 Georgina.Bermann at astrazeneca.com wrote:
Perhaps this question has been asked before: but using the function predict( fit,type="terms",se.fit=T), where fit is a coxph object in S-plus, the estimated standard errors are different. It may be different estimators of the variance of the residuals? Which one is the default in R, I don't find that too easily in the documentation. Does anybody know?
The variance of the residuals doesn't come into it for coxph. predict.coxph(terms, se.fit=TRUE) was wrong and is now fixed. I'll send you a revised version. -thomas Thomas Lumley Asst. Professor, Biostatistics tlumley at u.washington.edu University of Washington, Seattle -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._