statsmodels.duration.hazard_regression.PHReg.get_distribution

PHReg.get_distribution(params)

Returns a scipy distribution object corresponding to the distribution of uncensored endog (duration) values for each case.

Parameters:params (array-like) – The proportional hazards model parameters. Returns: Return type:A list of objects of type scipy.stats.distributions.rv_discrete

Notes

The distributions are obtained from a simple discrete estimate of the survivor function that puts all mass on the observed failure times within a stratum.