On May 14, 2011, at 5:48 AM, andre bedon wrote:
Hi,Just a quick one, does anyone know the command for accessing the
standard errors from a survreg object? I can access the coefficients
by model$coefficients, but I cant seem to find a command to access
the errors. Any help would be greatly appreciated.Regards,Andre
I do not see an se.coef extractor function in the help pages for
survreg or survreg.object, so I guess you need to make one:
fit <- survreg(Surv(futime, fustat) ~ ecog.ps + rx, ovarian,
dist='weibull',
scale=1)
Two methods seem to be equivalent on the first example in help(survreg):
summary(fit)$table[ , "Std. Error"]
(Intercept) ecog.ps rx
1.3218774 0.5869936 0.5869936
sqrt(diag(fit$var))
(Intercept) ecog.ps rx
1.3218774 0.5869936 0.5869936
The first one is preferred because after looking at the
summary.survreg function, one sees that it first checks for other
conditions that were recorded in the fit object and only if those are
met does it apply the second method, and it further checks to see if
robust errors had been requested.
There can be some risk in creating your own extraction methods, since
the author of a package may have had reasons for not making it
available, but in this case he did offer a table that includes the
component you were requesting.
David Winsemius, MD
West Hartford, CT
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