statsmodels.duration.hazard_regression.PHReg.score_residuals#
- PHReg.score_residuals(params)[source]#
Returns the score residuals calculated at a given vector of parameters
- Parameters:
- params
ndarray The parameter vector at which the score residuals are calculated.
- params
- Returns:
ndarrayThe score residuals, returned as an ndarray having the same shape as exog.
Notes
The score residuals use the approximation for tied failure times of the model, Breslow or Efron. Their sum over the observations is the score of the partial likelihood.
Observations that are not used, for example observations in a stratum with no observed events, have undefined score residuals, and contain NaN in the returned matrix. The score residuals of used observations that are not at risk at any failure time are 0.