statsmodels.duration.hazard_regression.PHReg.baseline_cumulative_hazard

PHReg.baseline_cumulative_hazard(params)[source]

Estimate the baseline cumulative hazard and survival functions.

Parameters:
params : ndarray

The model parameters.

Returns:

  • A list of triples (time, hazard, survival) containing the time

  • values and corresponding cumulative hazard and survival

  • function values for each stratum.

Notes

Uses the Nelson-Aalen estimator.