statsmodels.duration.hazard_regression.PHReg.weighted_covariate_averages#

PHReg.weighted_covariate_averages(params)[source]#

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

Parameters:

paramsndarray: Parameter vector

Returns:

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

Notes

Used to calculate the Schoenfeld residuals of the Breslow method.

Tied failure times are handled as in the Breslow method, also if the model uses ties="efron". The Schoenfeld and the score residuals of a model with ties="efron" use averages that are adjusted for the ties and not these averages.