library("tram") options(digits = 1) ## make M1 happy ## dgp set.seed(29) N <- 1000 x <- runif(N) y <- rchisq(N, df = 4) d <- data.frame(y = y, x = x, one = 1) d$xx <- d$x - 5 ## shift x ## no h-intercept; additional mu-intercept m0 <- Survreg(y ~ x | x, data = d, remove_intercept = FALSE) coef(as.mlt(m0)) sqrt(diag(vcov(m0))) m1 <- Survreg(y ~ xx | x, data = d, remove_intercept = FALSE) coef(as.mlt(m1)) sqrt(diag(vcov(m1))) m2 <- Survreg(y ~ xx | xx, data = d, remove_intercept = FALSE) coef(as.mlt(m2)) sqrt(diag(vcov(m2))) ## h-intercept; scale_shift m0 <- Survreg(y ~ x | x, data = d, scale_shift = TRUE) coef(as.mlt(m0)) sqrt(diag(vcov(m0))) m1 <- Survreg(y ~ xx | x, data = d, scale_shift = TRUE) coef(as.mlt(m1)) sqrt(diag(vcov(m1))) m2 <- Survreg(y ~ xx | xx, data = d, scale_shift = TRUE) coef(as.mlt(m2)) sqrt(diag(vcov(m2))) OR <- 1 d$ly <- log(y) ## no h-intercept; additional mu-intercept m0 <- Coxph(ly ~ x | x, data = d, log_first = FALSE, order = OR, remove_intercept = FALSE) coef(as.mlt(m0)) sqrt(diag(vcov(m0))) m1 <- Coxph(ly ~ xx | x, data = d, log_first = FALSE, order = OR, remove_intercept = FALSE) coef(as.mlt(m1)) sqrt(diag(vcov(m1))) m2 <- Coxph(ly ~ xx | xx, data = d, log_first = FALSE, order = OR, remove_intercept = FALSE) coef(as.mlt(m2)) sqrt(diag(vcov(m2))) OR <- 1 ## h-intercept; scale_shift m0 <- Coxph(y ~ x | x, data = d, scale_shift = TRUE, log_first = TRUE, order = OR) coef(as.mlt(m0)) sqrt(diag(vcov(m0))) m1 <- Coxph(y ~ xx | x, data = d, scale_shift = TRUE, log_first = TRUE, order = OR) coef(as.mlt(m1)) sqrt(diag(vcov(m1))) m2 <- Coxph(y ~ xx | xx, data = d, scale_shift = TRUE, log_first = TRUE, order = OR) coef(as.mlt(m2)) sqrt(diag(vcov(m2)))