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statsmodels.duration.hazard_regression.PHReg.get_distribution

PHReg.get_distribution(params)[source]

Returns a scipy distribution object corresponding to the distribution of uncensored endog (duration) values for each case.

Parameters:

params : arrayh-like

The model proportional hazards model parameters.

Returns:

A list of objects of type scipy.stats.distributions.rv_discrete :

Notes

The distributions are obtained from a simple discrete estimate of the survivor function that puts all mass on the observed failure times wihtin a stratum.

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