5.2. statsmodels.sandbox.cox

Cox proportional hazards regression model.

some dimension problems fixed import errors currently produces parameter estimate but then raises exception for other results

finally, after running the script several times, I get a OSError with too many open file handles

updates and changes :

as of 2010-05-15 AttributeError: ‘CoxPH’ object has no attribute ‘cachedir’ Traceback (most recent call last):

File “C:...scikitsstatsmodelssandboxcox.py”, line 244, in <module>
res = c.newton([0.4])

AttributeError: ‘CoxPH’ object has no attribute ‘newton’

replaced newton by call to new fit method for mle with bfgs

feels very slow need testcase before trying to fix

5.2.1. Functions

iterkeys(obj, **kwargs)

5.2.2. Classes

CoxPH(subjects, formula[, time_dependent]) Cox proportional hazards regression model.
Discrete(x[, w]) A simple little class for working with discrete random vectors.
Observation(time, delta[, namespace])