vcov(f) will work
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of mingan
Sent: Friday, February 11, 2005 2:54 PM
To: r-help at stat.math.ethz.ch
Subject: [R] how ot get covariance matrix from survreg
I have a question, I generated some data and tried survreg to analyze
them, but here, I want to get the covariance matrix of the coefficients.
I know how to get corr from survreg, say, summary(f,corr=T), but how to
get covariance matrix of the coefficient ?
can I put them in a matrix and output ?
thanks
below is what I did
<mailto:r-help at stat.math.ethz.ch>
n=100; beta=1.0
z=runif(n)
u=runif(n)
epi=log(u/(1-u))
d=rep(1,n)
t=z*beta+epi
f<-survreg(Surv(t,d)~z+epi, dist="logistic")
summary(f, corr=T)
below is the result
> summary(f, corr=T)
.......
........
Correlation of Coefficients:
(Intercept) z epi
z -0.882
epi 0.167 -0.168
Log(scale) 0.000 0.000 0.000
here I want covariance matrix
thanks for your help
pls reply to me directly if you can
mingan yang
[[alternative HTML version deleted]]
______________________________________________
R-help at 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