vcov.coxph
Variance-covariance matrix
Description
Extract and return the variance-covariance matrix.
Usage
## S3 method for class 'coxph' vcov(object, complete=TRUE, ...) ## S3 method for class 'survreg' vcov(object, complete=TRUE, ...)
Arguments
object | a fitted model object |
complete | logical indicating if the full variance-covariance matrix should be returned. This has an effect only for an over-determined fit where some of the coefficients are undefined, and |
... | additional arguments for method functions |
Details
For the coxph
and survreg
functions the returned matrix is a particular generalized inverse: the row and column corresponding to any NA coefficients will be zero. This is a side effect of the generalized cholesky decomposion used in the unerlying compuatation.
Value
a matrix
Copyright (©) 1999–2012 R Foundation for Statistical Computing.
Licensed under the GNU General Public License.