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1. time dependent covariates and likelihood ratio test (score: 1)
Author: "Ariel Alonso" <ariel.alonso@fulladsl.be>
Date: Mon, 26 Jun 2006 19:45:23 +0200
Dear All: I am fitting a cox model with a time dependent covariate: model.surro<-coxph(Surv(T1, T2, survind)~(treat+S):strata(trial),data=""> where S is the time dependent covariate and surro.time is
/archives/html/s-news/2006-06/msg00068.html (8,522 bytes)

2. apVar (score: 1)
Author: "Ariel Alonso" <ariel.alonso@fulladsl.be>
Date: Tue, 11 Jul 2006 14:55:51 +0200
Hi S users: I have the variance covariance matrix of the random effects in a lme model, let us call this matrix D. Now I want the variance covariance matrix of the elements of D. It seems that apVar
/archives/html/s-news/2006-07/msg00018.html (6,664 bytes)

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