Login Register

PHReg.breslow_hessian()

statsmodels.duration.hazard_regression.PHReg.breslow_hessian

PHReg.breslow_hessian(params) [source]: Returns the Hessian of the log partial likelihood evaluated at params, using the Breslow method to handle tied times.

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.duration.hazard_regression.PHReg.breslow_hessian.html

doc_statsmodels

2017-01-18 16:13:34

Comments

Leave a Comment

Please login to continue.

Popular Articles

PHReg.breslow_gradient() statsmodels.duration.hazard_regression.PHReg.breslow_gradient PHReg.breslow_gradient(params) [source] Returns the gradient of the log partial like

PHReg.breslow_loglike() statsmodels.duration.hazard_regression.PHReg.breslow_loglike PHReg.breslow_loglike(params) [source] Returns the value of the log partial likelihoo

PHReg.hessian() statsmodels.duration.hazard_regression.PHReg.hessian PHReg.hessian(params) [source] Returns the Hessian matrix of the log partial likelihood funct

PHReg.efron_hessian() statsmodels.duration.hazard_regression.PHReg.efron_hessian PHReg.efron_hessian(params) [source] Returns the Hessian matrix of the partial log-like

PHReg.information() statsmodels.duration.hazard_regression.PHReg.information PHReg.information(params) Fisher information matrix of model Returns -Hessian of loglike