I would like to calculate the standard error (s.e.) for the Hazard
Ratios (HR) involving an interaction term. I have the following model:
HR =exp(b1x+b2y+b3z+b4x*y). All variables being continuous. I would
like to fix x at 1 (i.e. x=1) while holding all other variables
constant. That is, HR=exp(b1+b4y). Then calculate HRs at specific
values of y. My problem is calculating the Standard Error for these
hazard ratios so I can calculate the confidence intervals. I know how
to calculate the variance-covariance matrix for the model but I am not
quiet sure how to cal s.e. for the above HRs. Can anyone help?
References to journal article would also be helpful.