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.
Returns:
  • The score residuals, returned as a ndarray having the same
  • shape as exog.

Notes

Observations in a stratum with no observed events have undefined score residuals, and contain NaN in the returned matrix.

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.duration.hazard_regression.PHReg.score_residuals.html