statsmodels.duration.hazard_regression.PHRegResults.predict¶
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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.