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.