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! Lei Liu Assistant Professor Division of Biostatistics and Epidemiology Dept. of Public Health Sciences School of Medicine University of Virginia 3181 Hospital West Complex Charlottesville, VA 22908-0717 1-434-982-3364 (o) 1-434-806-8086 (c) liulei at virginia.edu ll9f at virginia.edu
see robcov in Design package. 2006/2/16, Lei Liu <ll9f at cms.mail.virginia.edu>:> 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! > > Lei Liu > Assistant Professor > Division of Biostatistics and Epidemiology > Dept. of Public Health Sciences > School of Medicine > University of Virginia > > 3181 Hospital West Complex > Charlottesville, VA 22908-0717 > > 1-434-982-3364 (o) > 1-434-806-8086 (c) > > liulei at virginia.edu > ll9f at virginia.edu > > ______________________________________________ > 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 >-- 伝伷伻佡伖侒 Deparment of Sociology Fudan University
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