Therneau doesn't know the answer either.
The predictions are positively correlated since they all depend on the same beta-hat from
the original model. The same will be true for any model: logistic, poisson, linear, ...
Terry T
On 10/20/2012 06:06 PM, Omar De la Cruz C. wrote:
I have a follow-up question (for either Dr. Therneau, or anybody who
might know).
sum(zz) (see below) estimates the number of events for the cohort.
Now, how can I compute a confidence interval for sum(zz)? Or a
standard error?
My obvious choice, square root of the sum of the squares of the
standard errors for zz provided by predict.coxph, turns out to be too
small.
Thank you for any suggestions.
Omar.
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
