how to retrieve robust se in coxph

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how to retrieve robust se in coxph

Lei  Liu
Hi,

I am using coxph in simulations and I want to store the "robust se" (or
"se2" in frailty models) for each replicate. Is there a function to retrieve
it, like vcov() for the variance estimate? Thanks!
 
Lei Liu
Assistant Professor
Division of Biostatistics and Epidemiology
Dept. of Public Health Sciences
School of Medicine
University of Virginia

3181 Hospital West Complex
Charlottesville, VA 22908-0717

1-434-982-3364 (o)
1-434-806-8086 (c)

[hidden email]
[hidden email]

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Re: how to retrieve robust se in coxph

Wincent
see robcov in Design package.

2006/2/16, Lei  Liu <[hidden email]>:

> Hi,
>
> I am using coxph in simulations and I want to store the "robust se" (or
> "se2" in frailty models) for each replicate. Is there a function to retrieve
> it, like vcov() for the variance estimate? Thanks!
>
> Lei Liu
> Assistant Professor
> Division of Biostatistics and Epidemiology
> Dept. of Public Health Sciences
> School of Medicine
> University of Virginia
>
> 3181 Hospital West Complex
> Charlottesville, VA 22908-0717
>
> 1-434-982-3364 (o)
> 1-434-806-8086 (c)
>
> [hidden email]
> [hidden email]
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>

--
黄荣贵
Deparment of Sociology
Fudan University


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Re: how to retrieve robust se in coxph

Thomas Lumley
In reply to this post by Lei Liu
On Wed, 15 Feb 2006, Lei  Liu wrote:

> Hi,
>
> I am using coxph in simulations and I want to store the "robust se" (or
> "se2" in frailty models) for each replicate. Is there a function to retrieve
> it, like vcov() for the variance estimate? Thanks!
>

There isn't a function, so you need to extract the $var2 component of the
model object to get the variance matrix.

  -thomas

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Re: how to retrieve robust se in coxph

Frank Harrell
In reply to this post by Wincent
Thomas Lumley wrote:
> On Thu, 16 Feb 2006, ronggui wrote:
>
>> see robcov in Design package.
>
>
> No, don't.  This is not the same thing at all.
>
>     -thomas

Thomas - it is the same thing.  -Frank

>
>>
>> 2006/2/16, Lei  Liu <[hidden email]>:
>>
>>> Hi,
>>>
>>> I am using coxph in simulations and I want to store the "robust se" (or
>>> "se2" in frailty models) for each replicate. Is there a function to
>>> retrieve
>>> it, like vcov() for the variance estimate? Thanks!
>>>
>>> Lei Liu
>>> Assistant Professor
>>> Division of Biostatistics and Epidemiology
>>> Dept. of Public Health Sciences
>>> School of Medicine
>>> University of Virginia
>>>
>>> 3181 Hospital West Complex
>>> Charlottesville, VA 22908-0717
>>>
>>> 1-434-982-3364 (o)
>>> 1-434-806-8086 (c)
>>>
>>> [hidden email]
>>> [hidden email]
>>>
>>> ______________________________________________
>>> [hidden email] mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide!
>>> http://www.R-project.org/posting-guide.html
>>>
>>
>>
>> --
>> ���ٹ�
>> Deparment of Sociology
>> Fudan University
>>
>>
>
> Thomas Lumley            Assoc. Professor, Biostatistics
> [hidden email]    University of Washington, Seattle
>
>
> ------------------------------------------------------------------------
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html


--
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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Frank Harrell
Department of Biostatistics, Vanderbilt University