statsmodels.duration.hazard_regression.PHReg.weighted_covariate_averages
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PHReg.weighted_covariate_averages(params)
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Returns the hazard-weighted average of covariate values for subjects who are at-risk at a particular time.
Parameters: params : ndarray
Parameter vector
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.Notes
Used to calculate leverages and score residuals.
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