statsmodels.duration.hazard_regression.PHRegResults.get_distribution

PHRegResults.get_distribution()[source]

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

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: Dec 14, 2023