statsmodels.duration.hazard_regression.PHReg.get_distribution

PHReg.get_distribution(params, scale=1.0, exog=None)[source]

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

Parameters:
paramsarray_like

The proportional hazards model parameters.

scalefloat

Present for compatibility, not used.

exogarray_like

A design matrix, defaults to model.exog.

Returns:
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.


Last update: Feb 14, 2024