[R] how to retrieve robust se in coxph
Thomas Lumley
tlumley at u.washington.edu
Thu Feb 16 17:04:02 CET 2006
On Wed, 15 Feb 2006, Lei Liu wrote:
> Hi,
>
> I am using coxph in simulations and I want to store the "robust se" (or
> "se2" in frailty models) for each replicate. Is there a function to retrieve
> it, like vcov() for the variance estimate? Thanks!
>
There isn't a function, so you need to extract the $var2 component of the
model object to get the variance matrix.
-thomas
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