I could submit a PR, but I am not sure what exactly the stat theory is. In particular, I am not sure whether the example from the ARM book generalizes directly to Cox regression. Assuming that object is of class coxph, does it boil down to simply sampling from a multivariate normal with
Can we have a
sim()method forcoxphobjects?I could submit a PR, but I am not sure what exactly the stat theory is. In particular, I am not sure whether the example from the ARM book generalizes directly to Cox regression. Assuming that
objectis of classcoxph, does it boil down to simply sampling from a multivariate normal withobject$coefficientsvcov(object)?