When I run coxph, R supplies me with the coefficients, exponentiated coefficient, and standard error. The standard error is for the regression coefficient, $\beta$. How can I get the standard error of the exponentiaed regression coefficient, $exp(\beta)$?
R code:
library("survival")
data("lung") #From the survival package
res.cox <- coxph(Surv(time, status) ~ sex, data = lung)
summary(res.cox)
Which gives me (sorry for the horrible formatting):
Call:
coxph(formula = Surv(time, status) ~ sex, data = lung)n= 228, number of events= 165
coef exp(coef) se(coef) z Pr(>|z|)
sex -0.5310 0.5880 0.1672 -3.176 0.00149 **
se(coef) is giving me the standard error of "sex". I would like the standard error of exp("sex").
I can find the variance using the delta method, but can R give me the results without doing the calculations myself?
Best Answer
You can do it manually by calculating $se(sex) \cdot \exp(sex)=0.1672 \cdot 0.5880=.0983136$ since the derivative of $\exp{}$ is $\exp{}$ itself, or like this using svycontrast() in the survey package:
which yields