statsmodels.duration.hazard_regression.PHReg.weighted_covariate_averages

PHReg.weighted_covariate_averages(params)

Returns the hazard-weighted average of covariate values for subjects who are at-risk at a particular time.

Parameters:

params : ndarray

Parameter vector

Returns:

averages : list of ndarrays

averages[stx][i,:] is a row vector containing the weighted average values (for all the covariates) of at-risk subjects a the i^th largest observed failure time in stratum stx, using the hazard multipliers as weights.

Notes

Used to calculate leverages and score residuals.