Re: [R] question about coxph (was covariance matrix under null)

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Fri 26 Aug 2005 - 16:32:28 EST

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@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@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

______________________________________________
R-help@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
Received on Fri Aug 26 16:37:47 2005

This archive was generated by hypermail 2.1.8 : Sun 23 Oct 2005 - 15:57:55 EST