statsmodels.duration.hazard_regression.PHReg.efron_hessian

PHReg.efron_hessian(params)

Returns the Hessian matrix of the partial log-likelihood evaluated at params, using the Efron method to handle tied times

Parameters:

paramsndarray

The proportional hazards model parameters.

Returns:

ndarray

The Hessian matrix of the log partial likelihood function.