statsmodels.duration.hazard_regression.PHReg.predict

PHReg.predict(params, cov_params=None, endog=None, exog=None, strata=None, offset=None, pred_type='lhr')

Returns predicted values from the proportional hazards regression model.

Parameters:

params : array-like

The proportional hazards model parameters.

cov_params : array-like

The covariance matrix of the estimated params vector, used to obtain prediction errors if pred_type=’lhr’, otherwise optional.

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.