duration analysis
Hi, It seems the list faced some problems during the weekend, so I am re-sending this message. I am trying to estimate the effects of covariates on the hazard function, rather than on the survival. I know this is actually the same thing. For example, using the survival package, and doing:
myfit <- survreg( Surv(time, event) ~ mymodel )
all I have to do to get the quantities of my interest is
-myfit$coefficients/myfit$scale
The standard erros are easily worked out, as the absolute z-statistics are the same. Ok, so I can get easily what I want from survreg(). But I'd like to get it even more directly. Does anyone know some function to do it? Thank you, Dimitri Szerman