Re: [Rd] vcov and survival

2017-11-02 Thread Fox, John
ject.org > Subject: RE: [Rd] vcov and survival > > >>>>> Fox, John > >>>>> on Thu, 14 Sep 2017 13:46:44 + writes: > > > Dear Martin, I made three points which likely got lost > > because of the way I presented them: > &

Re: [Rd] vcov and survival

2017-11-02 Thread Martin Maechler
z.ch] Sent: Thursday, >> September 14, 2017 4:23 AM To: Martin Maechler >> Cc: Fox, John >> ; Therneau, Terry M., Ph.D. >> ; r-devel@r-project.org Subject: Re: >> [Rd] vcov and survival >> >> >>>>> Martin M

Re: [Rd] vcov and survival

2017-09-14 Thread Therneau, Terry M., Ph.D.
On 09/14/2017 08:46 AM, Fox, John wrote: Dear Martin, I made three points which likely got lost because of the way I presented them: (1) Singularity is an unusual situation and should be made more prominent. It typically reflects a problem with the data or the specification of the model. Th

Re: [Rd] vcov and survival

2017-09-14 Thread Fox, John
> -Original Message- > From: Therneau, Terry M., Ph.D. [mailto:thern...@mayo.edu] > Sent: Thursday, September 14, 2017 8:41 AM > To: Martin Maechler > Cc: Fox, John ; Therneau, Terry M., Ph.D. > ; r-devel@r-project.org > Subject: Re: [Rd] vcov and survival > >

Re: [Rd] vcov and survival

2017-09-14 Thread Fox, John
> Sent: Thursday, September 14, 2017 4:23 AM > To: Martin Maechler > Cc: Fox, John ; Therneau, Terry M., Ph.D. > ; r-devel@r-project.org > Subject: Re: [Rd] vcov and survival > > >>>>> Martin Maechler > >>>>> on Thu, 14 Sep 2017 10:13:02 +020

Re: [Rd] vcov and survival

2017-09-14 Thread Therneau, Terry M., Ph.D.
> should get NA rows and columns there. This would require > eliminating these before e.g. using it in solve(, *) etc, > but I think it would be a good idea that the useR must deal with > these NAs actively. > Shall "we" try and see the fallout in CRAN

Re: [Rd] vcov and survival

2017-09-14 Thread Martin Maechler
I do quite agree that vcov() should be compatible with > coef() [and summary()] for both 'lm' and 'glm' methods, i.e., > should get NA rows and columns there. This would require > eliminating these before e.g. using it in solve(, *) etc, > but I thin

Re: [Rd] vcov and survival

2017-09-14 Thread Martin Maechler
this that escapes me. (for the first one---"no error"--- I gave a reason) > Best, > John > -- > John Fox, Professor Emeritus > McMaster University > Hamilton, Ontario, Canada > Web: socserv.mcmaster.ca/jfox

Re: [Rd] vcov and survival

2017-09-13 Thread Fox, John
escapes me. Best, John -- John Fox, Professor Emeritus McMaster University Hamilton, Ontario, Canada Web: socserv.mcmaster.ca/jfox > -Original Message- > From: R-devel [mailto:r-devel-boun...@r-project.org] On Behalf Of > Therneau, Terry M., Ph

[Rd] vcov and survival

2017-09-13 Thread Therneau, Terry M., Ph.D.
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