lspirk
2015-Oct-06 18:54 UTC
[R] variance of beta using prop.odds function in timereg package
Hi all,
I am trying to calculate the variance-covariance matrix for parameter Beta
under the null (Ho) using the "prop.odds" function in the timereg
package.
For the Cox PH model, I used the "vcov" function and did the
following:
cox <- coxph(Surv(time, censor) ~ x, iter = 0, init = 0, data = dat)
sig2 <- vcov(cox)
However, this vcov() does not work with the object created from
"prop.odds".
Is there something similar I can do to get this value from a prop.odds
model?
Thanks for the help!
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