On Thu, 25 Aug 2005, Devarajan, Karthik wrote:
>
> Hello
>
> I am fitting a Cox PH model using the function coxph(). Does anyone know how
> to obtain the estimate of the covariance matrix under the null hypothesis.
> The function coxph.detail() does not seem to be useful for this purpose.
>
You can evaluate the second derivative of the partial loglikelihood at any
specified beta with
vcov(coxph(formula, data,iter=0, start, init=beta)
eg if you want to get score tests.
-thomas
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