coxr.object {coxrobust}

Fit Robustly Proportional Hazards Regression Object

Description

This class of objects is returned by coxr function to represent efficiently and robustly fitted proportional hazards regression model. Objects of this class have methods for the functions print, plot and predict.

Value

The following components must be included in a legitimate coxr object.

coefficients

robust estimate of the regression parameter.

ple.coefficients

non-robust (efficient) estimate of the regression parameter.

var

an approximate variance matrix of the coefficients (estimated robustly). Rows and columns corresponding to any missing coefficients are set to zero.

ple.var

an approximate variance matrix of the coefficients (estimated non-robustly). Rows and columns corresponding to any missing coefficients are set to zero.

lambda

cumulated hazard (estimated robustly).

lambda.ple

cumulated hazard (estimated non-robustly).

wald.test

the value of Wald test.

ewald.test

the value of extended Wald test.

skip

skipped columns.

na.action

the na.action attribute, if any, that was returned by the na.action routine.

The object also contain the following, for documentation see the lm object: terms, call, x, y and optionally model.

See Also

coxr