PHRegResults.predict()

statsmodels.duration.hazard_regression.PHRegResults.predict

PHRegResults.predict(endog=None, exog=None, strata=None, offset=None, pred_type='lhr') [source]

Returns predicted values from the fitted proportional hazards regression model.

Parameters:

params : array-;like The proportional hazards model parameters. endog : array-like Duration (time) values at which the predictions are made. Only used if pred_type is either ?cumhaz? or ?surv?. If using model exog, defaults to model endog (time), but may be provided explicitly to make predictions at alternative times. exog : array-like Data to use as exog in forming predictions. If not provided, the exog values from the model used to fit the data are used. strata : array-like A vector of stratum values used to form the predictions. Not used (may be ?None?) if pred_type is ?lhr? or ?hr?. If exog is None, the model stratum values are used. If exog is not None and pred_type is ?surv? or ?cumhaz?, stratum values must be provided (unless there is only one stratum). offset : array-like Offset values used to create the predicted values. pred_type : string If ?lhr?, returns log hazard ratios, if ?hr? returns hazard ratios, if ?surv? returns the survival function, if ?cumhaz? returns the cumulative hazard function.

Returns:

A bunch containing two fields: `predicted_values` and : `standard_errors`. :

Notes

Standard errors are only returned when predicting the log hazard ratio (pred_type is ?lhr?).

Types surv and cumhaz require estimation of the cumulative hazard function.