statsmodels.duration.hazard_regression.PHReg.score_residuals

PHReg.score_residuals(params)

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.