Message-ID: <Pine.A41.4.33.0104040901550.126950-100000@homer16.u.washington.edu>
Date: 2001-04-04T16:03:41Z
From: Thomas Lumley
Subject: standard errors of fitted values are different S-plus survival pa ckage and R
In-Reply-To: <972D4394D961D211978500805F155398020D18FE@se-hsl-mail030.seml.astrazeneca.net>
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
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