3.4.1.2.5. statsmodels.emplike.api.emplikeAFT¶
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class
statsmodels.emplike.api.emplikeAFT(endog, exog, censors)[source]¶ Class for estimating and conducting inference in an AFT model.
- endog: nx1 array
- Response variables that are subject to random censoring
- exog: nxk array
- Matrix of covariates
- censors: nx1 array
- array with entries 0 or 1. 0 indicates a response was censored.
Notes
The data is immediately sorted in order of increasing endogenous variables
The last observation is assumed to be uncensored which makes estimation and inference possible.
Attributes
nobs: float Number of observations endog: array Endog attay exog: array Exogenous variable matrix censors Censors array but sets the max(endog) to uncensored nvar: float Number of exogenous variables uncens_nobs: float Number of uncensored observations uncens_endog: array Uncensored response variables uncens_exog: array Exogenous variables of the uncensored observations Methods
params: Fits model parameters test_beta: Tests if beta = b0 for any vector b0.