vcov.WCE {WCE}R Documentation

Obtain variance-covariance matrix from WCE models

Description

This function extracts the knots placement for the spline function used to fit the WCE models.

Usage

## S3 method for class 'WCE'
vcov(object, ...)

Arguments

object

A WCE object.

...

Optional; other parameters to be passed through to vcov.

Details

The function returns the variance-covariance matrix of the estimated regression coefficients from a WCE model.

Value

The function returns variance-covariance matrices with the estimated regression coefficients for the supplied WCE model object. The number of matrices returned is equivalent to the length of the nknots vector (or one matrix, if nknots is a scalar) passed to the WCE function when fitting the model.

References

Sylvestre, M. P., & Abrahamowicz, M. (2009). Flexible modeling of the cumulative effects of time-dependent exposures on the hazard. Statistics in medicine, 28(27), 3437-3453.

Examples

wce <- WCE(drugdata, "Cox", 1, 90, constrained = "R", id = "Id", event = "Event",
start = "Start", stop = "Stop", expos = "dose", covariates = c("age", "sex"))
vcov(wce)


[Package WCE version 1.0.3 Index]