statsmodels.duration.hazard_regression.PHReg.score_residuals¶

PHReg.score_residuals(params)[source]¶

Returns the score residuals calculated at a given vector of parameters.

Parameters:¶

params : ndarray¶

The parameter vector at which the score residuals are calculated.

Returns:¶

• The score residuals, returned as a ndarray having the same

• shape as exog.

Notes

Observations in a stratum with no observed events have undefined score residuals, and contain NaN in the returned matrix.