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survival (version 2.42-3)

vcov.coxph: Variance-covariance matrix

Description

Extract and return the variance-covariance matrix.

Usage

# S3 method for coxph
vcov(object, complete=TRUE, ...)
# S3 method for 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 coef(object) contains corresponding NA values. If complete=TRUE the returned matrix will have row/column for each coefficient, if FALSE it will contain rows/columns corresponding to the non-missing coefficients. The coef() function has a simpilar complete argument.

additional arguments for method functions

Value

a matrix

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.