Extract and return the variance-covariance matrix.
# S3 method for coxph vcov(object, complete=TRUE, ...) # S3 method for survreg vcov(object, complete=TRUE, ...)
a fitted model object
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=TRUEthe 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
additional arguments for method functions
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.