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:
- params
ndarray
Parameter vector
- params
- Returns:
- averages
list
of
ndarrays
averages[stx][i,:] is a row vector containing the weighted average values (for all the covariates) of at-risk subjects a the i^th largest observed failure time in stratum stx, using the hazard multipliers as weights.
- averages
Notes
Used to calculate leverages and score residuals.