statsmodels.duration.hazard_regression.PHRegResults.martingale_residuals

PHRegResults.martingale_residuals

The martingale residuals

The martingale residual of an observation is its event indicator minus its cumulative hazard while it is at risk, using the Breslow or Efron approximation for ties of the model. The residuals of a stratum add up to 0 at the estimated parameters. Observations that are not used, for example observations in a stratum without events, have NaN residuals.