Laura Bonnett wrote: > Dear R help forum, > > I am using the function 'coxph' to obtain hazard ratios for the comparison > of a standard treatment to new treatments. This is easily obtained by > fitting the relevant model and then calling exp(coef(fit1)) say. > > I now want to obtain the hazard ratio for the comparison of two non-standard > treatments. > >From a statistical point of view, this can be achieved by dividing the > exponentiated coefficients of 2 comparisions. E.g. to compared new treatment > 1 (nt1) to new treatment 2 (nt2) we can fit 2 models: > fit1 = standard treatment vs nt1 > fit2 = standard treatment vs nt2. > The required hazard ratio is therefore exp(coef(fit1))/exp(coef(fit2)) > > In order to obtain an associated confidence interval for this I require the > covariance of this comparison. I know that R gives the variance-covariance > matrix by the command 'fit$var'. However, this only gives the covariance > matrix for non standard drugs and not the full covariance matrix. > > Can anyone tell me how to obtain the full covariance matrix? > > What kind of data do you have? Is the "standard treatment group" the same in both comparisons? If so, why not just have a three-level treatment factor and compare nt1 to nt2 directly. If the control groups are completely separate, then the covariance between fits made on independent data is of course zero.
> Thank you, > > Laura > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
