From therneau at mayo.edu  Thu Sep 14 00:19:17 2017
From: therneau at mayo.edu (Therneau, Terry M., Ph.D.)
Date: Wed, 13 Sep 2017 17:19:17 -0500
Subject: [Rd] vcov and survival
Message-ID: <9153c6$7uhrg4@ironport10.mayo.edu>

I have just noticed a difference in behavior between coxph and lm/glm: if one or more of 
the coefficients from the fit in NA, then lm and glm omit that row/column from the 
variance matrix; while coxph retains it but sets the values to zero.

   Is this something that should be "fixed", i.e., made to agree? I suspect that doing so 
will break other packages, but then NA coefs are rather rare so perhaps not.

Terry Therneau



[Rd] vcov and survival
Therneau, Terry M., Ph.D.