Extract and return the variance-covariance matrix.
# S3 method for coxph
vcov(object, complete=TRUE, ...)
# S3 method for survreg
vcov(object, complete=TRUE, ...)a fitted model object
logical indicating if the full variance-covariance
matrix should be returned. This has an effect only for an
over-determined fit where some of the coefficients are undefined,
and coef(object) contains corresponding NA values.
If complete=TRUE the returned matrix will have row/column for
each coefficient, if FALSE it will contain rows/columns
corresponding to the non-missing coefficients.
The coef() function has a simpilar complete argument.
additional arguments for method functions
a matrix
For the coxph and survreg functions the returned matrix
is a particular generalized inverse: the row and column corresponding
to any NA coefficients will be zero. This is a side effect of the
generalized cholesky decomposion used in the unerlying compuatation.