Variance-covariance matrix — vcov.survstan • survstan

This function extracts and returns the variance-covariance matrix associated with the regression coefficients when the maximum likelihood estimation approach is used in the model fitting.

Usage

# S3 method for class 'survstan'
vcov(object, all = FALSE, ...)

Arguments

object: an object of the class survstan.
all: logical; if FALSE (default), only covariance matrix associated with regression coefficients is returned; if TRUE, the full covariance matrix is returned.
...: further arguments passed to or from other methods.

Value

the variance-covariance matrix associated with the parameters estimators.

Examples

# \donttest{
library(survstan)
fit <- aftreg(Surv(futime, fustat) ~ ecog.ps + rx, data = ovarian, baseline = "weibull", init = 0)
vcov(fit)
#>           ecog.ps        rx
#> ecog.ps 0.2777096 0.0110424
#> rx      0.0110424 0.2800500
# }